Pages that link to "Item:Q2070629"
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The following pages link to The Riemann-Liouville field and its GMC as \(H \to 0\), and skew flattening for the rough Bergomi model (Q2070629):
Displaying 4 items.
- Empirical analysis of rough and classical stochastic volatility models to the SPX and VIX markets (Q5041663) (← links)
- Optimal trade execution for Gaussian signals with power-law resilience (Q5072915) (← links)
- Log-Modulated Rough Stochastic Volatility Models (Q5162852) (← links)
- MARKOVIAN STOCHASTIC VOLATILITY WITH STOCHASTIC CORRELATION — JOINT CALIBRATION AND CONSISTENCY OF SPX/VIX SHORT-MATURITY SMILES (Q6095476) (← links)