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Functional central limit theorems for rough volatility (2024)

First Author: Horvath B

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/10.1007/s00780-024-00533-5

Publication URI: http://dx.doi.org/10.1007/s00780-024-00533-5

Type: Journal Article/Review

Parent Publication: Finance and Stochastics

Issue: 3