Exponentiation of conditional expectations under stochastic volatility
Year of publication: |
2020
|
---|---|
Authors: | Alòs, Elisa ; Gatheral, Jim ; Radoičić, Radoš |
Subject: | Conditional expectations | Exponentiation | Rough volatility | Stochastic volatility | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Erwartungsbildung | Expectation formation | Optionspreistheorie | Option pricing theory |
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