Correction to: ``Rough volatility and CGMY jumps with a finite history and the rough Heston model -- small-time asymptotics in the \(k\sqrt{t}\) regime'' (Q5014200)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7436794
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Correction to: ``Rough volatility and CGMY jumps with a finite history and the rough Heston model -- small-time asymptotics in the \(k\sqrt{t}\) regime'' |
scientific article; zbMATH DE number 7436794 |
Statements
Correction (English)
0 references
1 December 2021
0 references
0.8020393252372742
0 references
0.77051842212677
0 references
0.7597501873970032
0 references
0.756380558013916
0 references
0.7463715076446533
0 references