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Functional central limit theorems for rough volatility
Horvath, Blanka Nora; Jacquier, Antoine; Muguruza, Aitor; … - In: Finance and stochastics 28 (2024) 3, pp. 615-661
Persistent link: https://www.econbiz.de/10015130353
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Polynomial processes and their applications to mathematical finance
Cuchiero, Christa; Keller-Ressel, Martin; Teichmann, Josef - In: Finance and stochastics 16 (2012) 4, pp. 711-740
Persistent link: https://www.econbiz.de/10009623535
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A convergence result for the Emery topology and a variant of the proof of the fundamental theorem of asset pricing
Cuchiero, Christa; Teichmann, Josef - In: Finance and stochastics 19 (2015) 4, pp. 743-761
Persistent link: https://www.econbiz.de/10011420460
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Polynomial processes and their applications to mathematical finance
Cuchiero, Christa; Keller-Ressel, Martin; Teichmann, Josef - In: Finance and stochastics 16 (2012) 4, pp. 711-741
Persistent link: https://www.econbiz.de/10010019156