Pages that link to "Item:Q2048130"
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The following pages link to Time-inhomogeneous Gaussian stochastic volatility models: large deviations and super roughness (Q2048130):
Displaying 6 items.
- Large deviations for fractional volatility models with non-Gaussian volatility driver (Q2239270) (← links)
- Tauberian Korevaar (Q2684664) (← links)
- C∞− regularization of ODEs perturbed by noise (Q5021117) (← links)
- Empirical analysis of rough and classical stochastic volatility models to the SPX and VIX markets (Q5041663) (← links)
- Short-dated smile under rough volatility: asymptotics and numerics (Q5072906) (← links)
- Large deviation principles for stochastic volatility models with reflection (Q6111035) (← links)
