Pages that link to "Item:Q2307412"

The following pages link to The conditional law of the Bacry-Muzy and Riemann-Liouville log correlated Gaussian fields and their GMC, via Gaussian Hilbert and fractional Sobolev spaces (Q2307412):

Displayed 2 items.

• The Riemann-Liouville field and its GMC as \(H \to 0\), and skew flattening for the rough Bergomi model (Q2070629) ‎ (← links)
• Optimal trade execution for Gaussian signals with power-law resilience (Q5072915) ‎ (← links)