Cubature Method for Stochastic Volterra Integral Equations (Q6070668)
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scientific article; zbMATH DE number 7770142
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Cubature Method for Stochastic Volterra Integral Equations |
scientific article; zbMATH DE number 7770142 |
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Cubature Method for Stochastic Volterra Integral Equations (English)
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23 November 2023
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stochastic Volterra integral equations
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cubature formula
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stochastic Taylor expansion
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fractional stochastic volatility model
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rough volatility model
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