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~isPartOf:"Derivatives & financial instruments"
~isPartOf:"Quantitative finance"
~person:"Bonesini, O."
~type_genre:"Aufsatz in Zeitschrift"
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Functional quantization of rough volatility and applications to volatility derivatives
Bonesini, O.
;
Callegaro, Giulia
;
Jacquier, Antoine
- In:
Quantitative finance
23
(
2023
)
12
,
pp. 1769-1792
Persistent link: https://www.econbiz.de/10014452470
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