Pages that link to "Item:Q5022269"
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The following pages link to From microscopic price dynamics to multidimensional rough volatility models (Q5022269):
Displaying 7 items.
- How to build a cross-impact model from first principles: theoretical requirements and empirical results (Q5079390) (← links)
- Utility Maximization in Multivariate Volterra Models (Q5886358) (← links)
- A characterisation of cross-impact kernels (Q6105369) (← links)
- High-order methods for the option pricing under multivariate rough volatility models (Q6161539) (← links)
- Diffusion approximations for self-excited systems with applications to general branching processes (Q6591583) (← links)
- Stochastic Volterra equations for the local times of spectrally positive stable processes (Q6591585) (← links)
- Inference on the intraday spot volatility from high-frequency order prices with irregular microstructure noise (Q6617600) (← links)
