Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
THE FRACTIONAL VOLATILITY MODEL AND ROUGH VOLATILITY - MaRDI portal

THE FRACTIONAL VOLATILITY MODEL AND ROUGH VOLATILITY (Q6095480)

From MaRDI portal
scientific article; zbMATH DE number 7735468
Language Label Description Also known as
English
THE FRACTIONAL VOLATILITY MODEL AND ROUGH VOLATILITY
scientific article; zbMATH DE number 7735468

    Statements

    title
    THE FRACTIONAL VOLATILITY MODEL AND ROUGH VOLATILITY (English)
    0 references
    author
    R. Vilela Mendes
    0 references
    publication date
    8 September 2023
    0 references
    zbMATH Keywords
    stochastic volatility
    0 references
    fractional noise
    0 references
    rough volatility
    0 references
    cites work
    Volatility is rough
    0 references
    Q2768497
    0 references
    Q4367302
    0 references
    Q4905685
    0 references
    Q4842684
    0 references

    Identifiers

    arXiv ID
    2206.02205
    0 references
    Mathematics Subject Classification ID
    91G20
    0 references
    60H07
    0 references
    60G22
    0 references
    zbMATH DE Number
    7735468
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q6095480&oldid=39697580"
    Powered by MediaWiki