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  • Search: subject:"Stochastic Volterra equations"
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Convex order 1 Euler schemes 1 Quadratic rough Heston model 1 Stochastic Volterra equations 1 Stochastic process 1 Stochastischer Prozess 1 Theorie 1 Theory 1 Variational method 1 Variationsrechnung 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Jourdain, Benjamin 1 Pagès, Gilles 1
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Finance and stochastics 1
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Convex ordering for stochastic Volterra equations and their Euler schemes
Jourdain, Benjamin; Pagès, Gilles - In: Finance and stochastics 29 (2025) 1, pp. 1-62
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