On the martingale property in the rough Bergomi model (Q2422728)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the martingale property in the rough Bergomi model |
scientific article |
Statements
On the martingale property in the rough Bergomi model (English)
0 references
20 June 2019
0 references
rough volatility
0 references
martingale property
0 references
0 references
0 references
0 references