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Power law in Sandwiched Volterra Volatility model - MaRDI portal

Power law in Sandwiched Volterra Volatility model (Q6457802)

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scientific article; zbMATH DE number 7860172
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English
Power law in Sandwiched Volterra Volatility model
scientific article; zbMATH DE number 7860172

    Statements

    publication date
    2 November 2023
    0 references
    arXiv classification
    q-fin.MF
    0 references
    math.PR
    0 references

    Identifiers

    arXiv ID
    2311.01228
    0 references
    Mathematics Subject Classification ID
    91G20
    0 references
    60H07
    0 references
    60G22
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    zbMATH DE Number
    7860172
    0 references
    DOI
    10.15559/24-VMSTA246
    0 references
    Wikidata QID
    Q129437563
    0 references
     
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