Perturbation analysis of sub/super hedging problems (2021)
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/10.1111/mafi.12321
Publication URI: http://dx.doi.org/10.1111/mafi.12321
Type: Journal Article/Review
Parent Publication: Mathematical Finance
Issue: 4