Functional central limit theorems for rough volatility (Q6565557)
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scientific article; zbMATH DE number 7874606
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Functional central limit theorems for rough volatility |
scientific article; zbMATH DE number 7874606 |
Statements
Functional central limit theorems for rough volatility (English)
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2 July 2024
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functional limit theorems
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fractional Brownian motion
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rough volatility
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binomial trees
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0.804805338382721
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0.7949256896972656
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0.7936758399009705
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0.7927290797233582
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0.7787442803382874
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