On the Analysis of Ait-Sahalia-Type Model for Rough Volatility Modelling (2023)
Attributed to:
Maths Research Associates 2021 Strathclyde
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1007/s10959-023-01269-2
Publication URI: http://dx.doi.org/10.1007/s10959-023-01269-2
Type: Journal Article/Review
Parent Publication: Journal of Theoretical Probability
ISSN: 0894-9840