A regularity structure for rough volatility (Q5855942)

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scientific article; zbMATH DE number 7326769
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English
A regularity structure for rough volatility
scientific article; zbMATH DE number 7326769

    Statements

    title
    A regularity structure for rough volatility (English)
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    author
    Christian Bayer
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    Peter K. Friz
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    Jörg Martin
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    Benjamin Stemper
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    publication date
    23 March 2021
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    Identifiers

    DOI
    10.1111/mafi.12233
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    zbMATH DE Number
    7326769
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