On the large-time behaviour of affine Volterra processes (2022)
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.2204.05270
Publication URI: https://arxiv.org/abs/2204.05270
Type: Preprint