A general valuation framework for rough stochastic local volatility models and applications (Q6982089)
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scientific article; zbMATH DE number 8042522
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| English | A general valuation framework for rough stochastic local volatility models and applications |
scientific article; zbMATH DE number 8042522 |
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A general valuation framework for rough stochastic local volatility models and applications (English)
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19 May 2025
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finance
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continuous-time Markov chain
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rough stochastic local volatility models
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option pricing
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