Exponentiation of conditional expectations under stochastic volatility (Q5215433)
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scientific article; zbMATH DE number 7165655
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exponentiation of conditional expectations under stochastic volatility |
scientific article; zbMATH DE number 7165655 |
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Exponentiation of conditional expectations under stochastic volatility (English)
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10 February 2020
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stochastic volatility
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rough volatility
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conditional expectations
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exponentiation
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