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~person:"Bourgey, Florian"
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Bourgey, Florian
Friz, Peter
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Local volatility under rough volatility
Bourgey, Florian
;
De Marco, Stefano
;
Friz, Peter K.
; …
- In:
Mathematical finance : an international journal of …
33
(
2023
)
4
,
pp. 1119-1145
Persistent link: https://www.econbiz.de/10014370641
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