Log-Modulated Rough Stochastic Volatility Models
Year of publication: |
2020
|
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Authors: | Bayer, Christian |
Other Persons: | Harang, Fabian (contributor) ; Pigato, Paolo (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Theorie | Theory |
Extent: | 1 Online-Ressource (24 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 7, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3668973 [DOI] |
Classification: | G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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