A generalization of the rational rough Heston approximation (Q6546320)
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scientific article; zbMATH DE number 7855704
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A generalization of the rational rough Heston approximation |
scientific article; zbMATH DE number 7855704 |
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A generalization of the rational rough Heston approximation (English)
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29 May 2024
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0.8616862893104553
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0.7495676875114441
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0.7378557920455933
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0.7336574196815491
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0.7326245903968811
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