Local volatility under rough volatility (Q6187367): Difference between revisions
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Revision as of 10:55, 30 July 2024
scientific article; zbMATH DE number 7797375
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local volatility under rough volatility |
scientific article; zbMATH DE number 7797375 |
Statements
Local volatility under rough volatility (English)
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31 January 2024
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