From constant to rough: A survey of continuous volatility modeling (Q6449675)

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scientific article; zbMATH DE number 902319956
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English
From constant to rough: A survey of continuous volatility modeling
scientific article; zbMATH DE number 902319956

    Statements

    publication date
    2 September 2023
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    arXiv ID
    2309.01033
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    arXiv classification
    q-fin.MF
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    math.PR
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    author
    Giulia Di Nunno
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    Kęstutis Kubilius
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    Yuliya S. Mishura
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    Mathematics Subject Classification ID
    91-02
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    91-03
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    62P05
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    60H10
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    60G22
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    91G15
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    91G30
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    91G80
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