Decomposition formula for rough Volterra stochastic volatility models
Date issued
2021
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Volume Title
Publisher
World Scientific Publishing Company
Abstract
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Citation
MERINO, R. POSPÍŠIL, J. SOBOTKA, T. SOTTINEN, T. VIVES, J. Decomposition formula for rough Volterra stochastic volatility models. International Journal of Theoretical and Applied Finance, 2021, roč. 24, č. 2, s. 2150008. ISSN: 0219-0249