Pages that link to "Item:Q5121491"
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The following pages link to The Zumbach effect under rough Heston (Q5121491):
Displaying 4 items.
- From microscopic price dynamics to multidimensional rough volatility models (Q5022269) (← links)
- Hierarchical adaptive sparse grids and quasi-Monte Carlo for option pricing under the rough Bergomi model (Q5139245) (← links)
- Volatility is (mostly) path-dependent (Q6053108) (← links)
- The rough Hawkes Heston stochastic volatility model (Q6641084) (← links)