Affine Volterra processes (Q2286463)
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scientific article; zbMATH DE number 7155069
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Affine Volterra processes |
scientific article; zbMATH DE number 7155069 |
Statements
Affine Volterra processes (English)
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22 January 2020
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stochastic Volterra equations
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Riccati-Volterra equations
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affine processes
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rough volatility
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0.94449043
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0.8986377
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0.8875617
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0.88621104
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0.8737306
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