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1 Ergebnisse
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Rough volatility, path-dependent PDEs and weak rates of con..:
Bonesini, Ofelia
;
Jacquier, Antoine
;
Pannier, Alexandre
http://arxiv.org/abs/2304.03042. , 2023
Link:
http://arxiv.org/abs/2304.03042
RT Journal T1
Rough volatility, path-dependent PDEs and weak rates of convergence
UL https://suche.suub.uni-bremen.de/peid=base-ftarxivpreprints:oai:arXiv.org:2304.03042&Exemplar=1&LAN=DE A1 Bonesini, Ofelia A1 Jacquier, Antoine A1 Pannier, Alexandre YR 2023 K1 Mathematics - Probability K1 Quantitative Finance - Mathematical Finance K1 60G22 K1 35K10 K1 65C20 K1 91G20 K1 91G60 JF http://arxiv.org/abs/2304.03042 LK http://arxiv.org/abs/2304.03042 DO http://arxiv.org/abs/2304.03042 SF ELIB - SuUB Bremen
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