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  • Search: subject:"Stochastic volterra equation"
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Estimation theory 1 Fractional kernel 1 Markov chain 1 Markov-Kette 1 Markovian approximation 1 Option pricing theory 1 Optionspreistheorie 1 Rough volatility model 1 Schätztheorie 1 Stochastic Volterra equation 1 Stochastic process 1 Stochastischer Prozess 1 Strong error 1 Time series analysis 1 Volatility 1 Volatilität 1 Zeitreihenanalyse 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Bayer, Christian 1 Breneis, Simon 1
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Quantitative finance 1
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ECONIS (ZBW) 1
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Markovian approximations of stochastic Volterra equations with the fractional kernel
Bayer, Christian; Breneis, Simon - In: Quantitative finance 23 (2023) 1, pp. 53-70
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