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The microstructural foundations of leverage effect and rough volatility
El Euch, Omar
;
Fukasawa, Masaaki
;
Rosenbaum, Mathieu
- In:
Finance and stochastics
22
(
2018
)
2
,
pp. 241-280
Persistent link: https://www.econbiz.de/10011945670
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The scaling limit of superreplication prices with small transaction costs in the multivariate case
Bank, Peter
;
Dolinsky, Yan
;
Perkkiö, Ari-Pekka
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 487-508
Persistent link: https://www.econbiz.de/10011944401
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