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On the Guyon-Lekeufack volatility model (Q6619593)

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scientific article; zbMATH DE number 7927025
Language Label Description Also known as
English
On the Guyon-Lekeufack volatility model
scientific article; zbMATH DE number 7927025

    Statements

    title
    On the Guyon-Lekeufack volatility model (English)
    0 references
    publication date
    16 October 2024
    0 references
    zbMATH Keywords
    path-dependent volatility model
    0 references
    SDE
    0 references
    wellposedness
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    explosion
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    Identifiers

    zbMATH DE Number
    7927025
    0 references
     
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