Short-time expansion of characteristic functions in a rough volatility setting with applications (Q6406642)
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scientific article; zbMATH DE number 900542055
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Short-time expansion of characteristic functions in a rough volatility setting with applications |
scientific article; zbMATH DE number 900542055 |
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1 August 2022
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q-fin.ST
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math.PR
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math.ST
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stat.ME
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stat.TH
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