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~accessRights:"free"
~subject:"Stochastischer Prozess"
~type_genre:"Aufsatz in Zeitschrift"
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Stochastischer Prozess
Sensitivity analysis
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Sensitivitätsanalyse
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Robustness and sensitivity analyses of rough Volterra stochastic volatility models
Matas, Jan
;
Pospíšil, Jan
- In:
Annals of finance
19
(
2023
)
4
,
pp. 523-543
Persistent link: https://www.econbiz.de/10014448297
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Stochastic simulation with informed rotations of Gaussian quadratures
Stepanyan, Davit
;
Zimmermann, Georg
;
Grethe, Harald
- In:
Economic systems research
35
(
2023
)
1
,
pp. 30-48
Persistent link: https://www.econbiz.de/10014295077
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