Robustness and sensitivity analyses of rough Volterra stochastic volatility models (Q6146137)
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scientific article; zbMATH DE number 7786167
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robustness and sensitivity analyses of rough Volterra stochastic volatility models |
scientific article; zbMATH DE number 7786167 |
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Robustness and sensitivity analyses of rough Volterra stochastic volatility models (English)
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10 January 2024
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Volterra stochastic volatility
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rough volatility
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rough Bergomi model
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robustness analysis
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sensitivity analysis
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