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1 Ergebnisse
1
Rough volatility: Evidence from option prices:
Livieri, Giulia
;
Mouti, Saad
;
Pallavicini, Andrea
.
info:eu-repo/semantics/altIdentifier/wos/WOS:000435027800002. , 2018
Link:
http://hdl.handle.net/11384/83005
RT Journal T1 <Title>Rough volatility: Evidence from option prices</Title> UL https://suche.suub.uni-bremen.de/peid=base-ftscnormpisairis:oai:ricerca.sns.it:11384_83005&Exemplar=1&LAN=DE A1 Livieri, Giulia A1 Mouti, Saad A1 Pallavicini, Andrea A1 Rosenbaum, Mathieu YR 2018 K1 Rough volatility K1 fractional Brownian motion K1 implied volatility K1 Medvedev–Scaillet approximation K1 Settore SECS-S/06 - Metodi mat. dell'economia e Scienze Attuariali e Finanziarie JF info:eu-repo/semantics/altIdentifier/wos/WOS:000435027800002 LK http://hdl.handle.net/11384/83005 DO http://hdl.handle.net/11384/83005 SF ELIB - SuUB Bremen
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