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Search: subject:"Rough paths"
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Black-Scholes model
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Digital finance : smart data analytics, investment innovation, and financial technology
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
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ECONIS (ZBW)
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Convolutional signature for sequential data
Min, Ming
;
Ichiba, Tomoyuki
- In:
Digital finance : smart data analytics, investment …
5
(
2023
)
1
,
pp. 3-28
Persistent link: https://www.econbiz.de/10014251565
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Short-dated smile under rough volatility : asymptotics and numerics
Friz, Peter K.
;
Gassiat, Paul
;
Pigato, Paolo
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 463-480
Persistent link: https://www.econbiz.de/10013167770
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Probability-free models in option pricing : statistically indistinguishable dynamics and historical vs implied volatility
Brigo, Damiano
- In:
Options - 45 years since the publication of the …
,
(pp. 47-61)
.
2023
Persistent link: https://www.econbiz.de/10014366586
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