List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Decomposition formula for rough Volterra stochastic volatility models International Journal of Theoretical and Applied Finance | 2021-06-18 | Paper |
| Unifying pricing formula for several stochastic volatility models with jumps Applied Stochastic Models in Business and Industry | 2019-02-08 | Paper |
| Decomposition formula for jump diffusion models International Journal of Theoretical and Applied Finance | 2019-01-10 | Paper |
| Market calibration under a long memory stochastic volatility model Applied Mathematical Finance | 2018-09-06 | Paper |
| On calibration of stochastic and fractional stochastic volatility models European Journal of Operational Research | 2016-10-07 | Paper |
Research outcomes over time
This page was built for person: Tomáš Sobotka
