Pages that link to "Item:Q5162852"
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The following pages link to Log-Modulated Rough Stochastic Volatility Models (Q5162852):
Displaying 9 items.
- The Riemann-Liouville field and its GMC as \(H \to 0\), and skew flattening for the rough Bergomi model (Q2070629) (← links)
- From rough to multifractal volatility: the log S-fBm model (Q2170609) (← links)
- On the density of log-spot in the Heston volatility model (Q2638360) (← links)
- A NEW METHOD TO ESTIMATE STOCHASTIC VOLATILITY MODELS: A LOG-GARCH APPROACH (Q4210852) (← links)
- Revisiting linear and lognormal stochastic volatility models (Q4989150) (← links)
- Short-dated smile under rough volatility: asymptotics and numerics (Q5072906) (← links)
- Short-time near-the-money skew in rough fractional volatility models (Q5234338) (← links)
- Optimal stopping with signatures (Q6103968) (← links)
- Local volatility under rough volatility (Q6187367) (← links)