Pages that link to "Item:Q6095480"
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The following pages link to THE FRACTIONAL VOLATILITY MODEL AND ROUGH VOLATILITY (Q6095480):
Displaying 12 items.
- Fractional-moment capital asset pricing model (Q603474) (← links)
- A fractional calculus interpretation of the fractional volatility model (Q840298) (← links)
- The sub-fractional CEV model (Q2068536) (← links)
- Long versus short time scales: the rough dilemma and beyond (Q2145699) (← links)
- From rough to multifractal volatility: the log S-fBm model (Q2170609) (← links)
- Delta-hedging in fractional volatility models (Q2694770) (← links)
- CVA in fractional and rough volatility models (Q2700343) (← links)
- Short-time at-the-money skew and rough fractional volatility (Q4555069) (← links)
- The characteristic function of rough Heston models (Q5743116) (← links)
- A regularity structure for rough volatility (Q5855942) (← links)
- How Rough Path Lifts Affect Expected Return and Volatility: A Rough Model under Transaction Cost (Q6048447) (← links)
- Reconstructing volatility: Pricing of index options under rough volatility (Q6054443) (← links)