DC Field
Value
Language
dc.contributor.author
Wiedermann, Kristof
-
dc.contributor.author
Friesen, Martin
-
dc.contributor.author
Gerhold, Stefan
-
dc.date.accessioned
2025-10-21T05:54:33Z
-
dc.date.available
2025-10-21T05:54:33Z
-
dc.date.issued
2025
-
dc.identifier.citation
<div class="csl-bib-body"> <div class="csl-entry">Wiedermann, K., Friesen, M., &#38; Gerhold, S. (2025). Small-Time Central Limit Theorems for Stochastic Volterra Integral Equations and Their  Implications on Volatility Derivatives. In <i>SIAM Conference on Financial Mathematics and Engineering (FM25) : July 15–18, 2025 : Hyatt Regency Miami, Miami, FL U.S.</i> SIAM Conference on Financial Mathematics  and Engineering  (FM25), Miami, United States of America (the).</div> </div>
-
dc.identifier.uri
http://hdl.handle.net/20.500.12708/220187
-
dc.description
https://www.siam.org/conferences-events/past-event-archive/fm25/
-
dc.language.iso
en
-
dc.subject
Stochastic Volterra integral equation
en
dc.subject
central limit theorem
en
dc.subject
Markov process
en
dc.subject
rough volatility
en
dc.title
Small-Time Central Limit Theorems for Stochastic Volterra Integral Equations and Their Implications on Volatility Derivatives
en
dc.type
Inproceedings
en
dc.type
Konferenzbeitrag
de
dc.type.category
Abstract Book Contribution
-
tuw.booktitle
SIAM Conference on Financial Mathematics and Engineering (FM25) : July 15–18, 2025 : Hyatt Regency Miami, Miami, FL U.S.
-
tuw.researchTopic.id
A4
-
tuw.researchTopic.id
A3
-
tuw.researchTopic.name
Mathematical Methods in Economics
-
tuw.researchTopic.name
Fundamental Mathematics Research
-
tuw.researchTopic.value
10
-
tuw.researchTopic.value
90
-
tuw.publication.orgunit
E105-01 - Forschungsbereich Risikomanagement in Finanz- und Versicherungsmathematik
-
dc.description.numberOfPages
1
-
tuw.author.orcid
0000-0002-4172-3956
-
tuw.event.name
SIAM Conference on Financial Mathematics and Engineering (FM25)
en
tuw.event.startdate
15-07-2025
-
tuw.event.enddate
18-07-2025
-
tuw.event.online
On Site
-
tuw.event.type
Event for scientific audience
-
tuw.event.place
Miami
-
tuw.event.country
US
-
tuw.event.presenter
Wiedermann, Kristof
-
wb.sciencebranch
Informatik
-
wb.sciencebranch
Wirtschaftswissenschaften
-
wb.sciencebranch
Mathematik
-
wb.sciencebranch.oefos
1020
-
wb.sciencebranch.oefos
5020
-
wb.sciencebranch.oefos
1010
-
wb.sciencebranch.value
10
-
wb.sciencebranch.value
20
-
wb.sciencebranch.value
70
-
item.fulltext
no Fulltext
-
item.languageiso639-1
en
-
item.openairecristype
http://purl.org/coar/resource_type/c_5794
-
item.cerifentitytype
Publications
-
item.grantfulltext
none
-
item.openairetype
conference paper
-
crisitem.author.dept
E105-01 - Forschungsbereich Risikomanagement in Finanz- und Versicherungsmathematik
-
crisitem.author.dept
E105-01 - Forschungsbereich Risikomanagement in Finanz- und Versicherungsmathematik
-
crisitem.author.orcid
0000-0002-4172-3956
-
crisitem.author.parentorg
E105 - Institut für Stochastik und Wirtschaftsmathematik
-
crisitem.author.parentorg
E105 - Institut für Stochastik und Wirtschaftsmathematik
-
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