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~subject:"Forecasting model"
~subject:"Zeitreihenanalyse"
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Search: person:"Rosenbaum, Mathieu"
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Forecasting model
Zeitreihenanalyse
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Gatheral, Jim
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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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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Quantitative finance
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Volatility is rough
Gatheral, Jim
;
Jaisson, Thibault
;
Rosenbaum, Mathieu
- In:
Options - 45 years since the publication of the …
,
(pp. 127-172)
.
2023
Persistent link: https://www.econbiz.de/10014366596
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2
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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3
A new approach for the dynamics of ultra-high-frequency data : the model with uncertainty zones
Robert, Christian Yann
;
Rosenbaum, Mathieu
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
2
,
pp. 344-366
Persistent link: https://www.econbiz.de/10009125119
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