On the Analysis of Ait-Sahalia-Type Model for Rough Volatility Modelling (2023)

First Author: Coffie E
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

Issue: 1

ISSN: 0894-9840