Tomáš Sobotka

Available identifiers

zbMath Open sobotka.tomasMaRDI QIDQ323464

List of research outcomes

Publication	Date of Publication	Type
Decomposition formula for rough Volterra stochastic volatility models	2021-06-18	Paper
Unifying pricing formula for several stochastic volatility models with jumps	2019-02-08	Paper
Decomposition formula for jump diffusion models	2019-01-10	Paper
Market calibration under a long memory stochastic volatility model	2018-09-06	Paper
On calibration of stochastic and fractional stochastic volatility models	2016-10-07	Paper

Research outcomes over time

This page was built for person: Tomáš Sobotka