Pages that link to "Item:Q1634189"
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The following pages link to Perfect hedging in rough Heston models (Q1634189):
Displaying 20 items.
- High-order methods for the option pricing under multivariate rough volatility models (Q6161539) (← links)
- Mixed sub-fractional Brownian motion and drift estimation of related Ornstein-Uhlenbeck process (Q6168749) (← links)
- Calibrating fractional Vasicek model (Q6169355) (← links)
- Impact of rough stochastic volatility models on long-term life insurance pricing (Q6173889) (← links)
- Linear-Quadratic Optimal Controls for Stochastic Volterra Integral Equations: Causal State Feedback and Path-Dependent Riccati Equations (Q6176641) (← links)
- Rough Heston Models with Variable Vol-of-Vol and Option Pricing (Q6191801) (← links)
- A mutually exciting rough jump-diffusion for financial modelling (Q6495741) (← links)
- On the optimal forecast with the fractional Brownian motion (Q6546321) (← links)
- On the universality of the volatility formation process: when machine learning and rough volatility agree (Q6549691) (← links)
- Double weakly singular kernels in stochastic Volterra integral equations with application to the rough Heston model (Q6570975) (← links)
- Partial hedging in rough volatility models (Q6585785) (← links)
- Approximation rates for deep calibration of (rough) stochastic volatility models (Q6606848) (← links)
- Linear-quadratic stochastic Volterra controls. I: Causal feedback strategies (Q6615486) (← links)
- Statistical inference for rough volatility: minimax theory (Q6621523) (← links)
- Option pricing in sandwiched Volterra volatility model (Q6623043) (← links)
- The rough Hawkes Heston stochastic volatility model (Q6641084) (← links)
- Efficient option pricing in the rough Heston model using weak simulation schemes (Q6657699) (← links)
- Deep calibration with random grids (Q6657700) (← links)
- Convex ordering for stochastic Volterra equations and their Euler schemes (Q6659475) (← links)
- Set-valued stochastic integrals for convoluted Lévy processes (Q6671628) (← links)