Exponentiation of conditional expectations under stochastic volatility (Q5215433)

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scientific article; zbMATH DE number 7165655
Language Label Description Also known as
English
Exponentiation of conditional expectations under stochastic volatility
scientific article; zbMATH DE number 7165655

    Statements

    title
    Exponentiation of conditional expectations under stochastic volatility (English)
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    author
    Jim Gatheral
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    Radoš Radoičić
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    Elisa Alòs
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    publication date
    10 February 2020
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    zbMATH Keywords
    stochastic volatility
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    rough volatility
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    conditional expectations
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    exponentiation
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    Identifiers

    zbMATH DE Number
    7165655
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    OpenAlex ID
    W2623860147
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    Wikidata QID
    Q127372299
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