Option pricing models without probability : a rough paths approach
| Year of publication: |
2021
|
|---|---|
| Authors: | Armstrong, John ; Bellani, Claudio ; Brigo, Damiano ; Cass, Thomas |
| Published in: |
Mathematical Finance. - Wiley, ISSN 1467-9965, ZDB-ID 1481288-5. - Vol. 31.2021, 4 (05.05.), p. 1494-1521
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/mafi.12308 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012538287