Inhomogeneous affine Volterra processes (Q2145777)

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Inhomogeneous affine Volterra processes
scientific article

    Statements

    title
    Inhomogeneous affine Volterra processes (English)
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    author
    Julia Ackermann
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    Thomas Kruse
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    Ludger Overbeck
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    publication date
    20 June 2022
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    zbMATH Keywords
    inhomogeneous Riccati-Volterra integral equation
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    Heston model
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    cites work
    Q3884916
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    Q3899268
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    Q2752090
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    Q5808714
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    Volatility is rough
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    Q4692887
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    Q5653423
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    Identifiers

    zbMATH DE Number
    7544381
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    OpenAlex ID
    W3115746836
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    arXiv ID
    2012.10966
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