A regularity structure for rough volatility
| Year of publication: |
2019
|
|---|---|
| Authors: | Bayer, Christian ; Friz, Peter K. ; Gassiat, Paul ; Martin, Jorg ; Stemper, Benjamin |
| Published in: |
Mathematical Finance. - Wiley, ISSN 1467-9965, ZDB-ID 1481288-5. - Vol. 30.2019, 3 (19.11.), p. 782-832
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/mafi.12233 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012192410