A partial rough path space for rough volatility (Q6126968)
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scientific article; zbMATH DE number 7829940
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A partial rough path space for rough volatility |
scientific article; zbMATH DE number 7829940 |
Statements
A partial rough path space for rough volatility (English)
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10 April 2024
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large deviation
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rough path
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rough volatility
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small-time asymptotics
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