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~isPartOf:"Journal of mathematical finance"
~isPartOf:"Post-Print / HAL"
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Volatility is rough
Gatheral, Jim
;
Jaisson, Thibault
;
Rosenbaum, Mathieu
- In:
Quantitative finance
18
(
2018
)
6
,
pp. 933-949
Persistent link: https://www.econbiz.de/10011910932
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Option pricing based on hybrid GARCH-type models with improved ensemble empirical mode decomposition
Hua, Qiuling
;
Jiang, Tingfeng
;
Cheng, Zhang
- In:
Quantitative finance
18
(
2018
)
9
,
pp. 1501-1515
Persistent link: https://www.econbiz.de/10011913179
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