Local volatility under rough volatility (Q6187367)

From MaRDI portal
Revision as of 09:55, 30 July 2024 by Openalex240730090724 (talk | contribs) (Set OpenAlex properties.)
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

    title
    Local volatility under rough volatility (English)
    0 references
    author
    Florian Bourgey
    0 references
    Stefano De Marco
    0 references
    Peter K. Friz
    0 references
    Paolo Pigato
    0 references
    publication date
    31 January 2024
    0 references

    Identifiers

    arXiv ID
    2204.02376
    0 references
    DOI
    10.1111/mafi.12392
    0 references
    zbMATH DE Number
    7797375
    0 references
    OpenAlex ID
    W4377942496
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q6187367&oldid=37178543"
    Powered by MediaWiki