Robustness of Hilbert space-valued stochastic volatility models (Q6619590)
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scientific article; zbMATH DE number 7927022
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robustness of Hilbert space-valued stochastic volatility models |
scientific article; zbMATH DE number 7927022 |
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Robustness of Hilbert space-valued stochastic volatility models (English)
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16 October 2024
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Hilbert space-valued stochastic volatility
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robustness under perturbation
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stochastic-volatility-modulated Ornstein-Uhlenbeck processes
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robustness of options on forwards and volatility
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