Robustness for path-dependent volatility models
| Year of publication: |
2013
|
|---|---|
| Authors: | Rosestolato, Mauro ; Vargiolu, Tiziano ; Villani, Giovanna |
| Published in: |
Decisions in economics and finance : DEF ; a journal of applied mathematics. - Milano : Springer, ISSN 1593-8883, ZDB-ID 20405741. - Vol. 36.2013, 2, p. 137-167
|