Reconstructing volatility: Pricing of index options under rough volatility (Q6054443)
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scientific article; zbMATH DE number 7743095
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reconstructing volatility: Pricing of index options under rough volatility |
scientific article; zbMATH DE number 7743095 |
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Reconstructing volatility: Pricing of index options under rough volatility (English)
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28 September 2023
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