Exponentiation of conditional expectations under stochastic volatility (Q5215433)
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scientific article; zbMATH DE number 7165655
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Exponentiation of conditional expectations under stochastic volatility |
scientific article; zbMATH DE number 7165655 |
Statements
Exponentiation of conditional expectations under stochastic volatility (English)
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10 February 2020
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stochastic volatility
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rough volatility
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conditional expectations
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exponentiation
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0.7154979109764099
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0.7136408686637878
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0.7105312347412109
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0.7088645696640015
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0.7081496119499207
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