From elephant to goldfish (and back): memory in stochastic Volterra processes (2023)

First Author: Bonesini O

Attributed to: Rough Volatility: A Trojan horse into modern Financial computing funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.48550/arxiv.2306.02708

Publication URI: https://arxiv.org/abs/2306.02708

Type: Preprint