Option pricing under fast-varying and rough stochastic volatility
Origin | Files produced by the author(s) |
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Origin | Files produced by the author(s) |
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Josselin Garnier : Connect in order to contact the contributor
https://hal.science/hal-02402705
Submitted on : Tuesday, September 3, 2024-9:33:52 PM
Last modification on : Friday, September 6, 2024-11:27:02 AM