Decomposition formula for rough Volterra stochastic volatility models

Date issued

2021

Journal Title

Journal ISSN

Volume Title

Publisher

World Scientific Publishing Company

Abstract

Description

Subject(s)

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
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