Book title Buchtitel
Rough volatility
 
ISBN
978-1-61197-777-6
 
 
Publisher Herausgeber
SIAM
 
Place of publishing Erscheinungsort
Philadelphia
 
DOI
10.1137/1.9781611977783
 
Series Schriftenreihe
Financial mathematics
 

Publications Publikationen

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PreviewAuthor(s)TitleTypeIssue Date
1Gerhold, Stefan ; Jacquier, Antoine ; Rosenbaum, Mathieu Rough HestonBook Contribution Buchbeitrag2023