Convex ordering for stochastic Volterra equations and their Euler schemes (Q6659475)
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scientific article; zbMATH DE number 7963950
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convex ordering for stochastic Volterra equations and their Euler schemes |
scientific article; zbMATH DE number 7963950 |
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Convex ordering for stochastic Volterra equations and their Euler schemes (English)
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9 January 2025
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stochastic Volterra equations
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quadratic rough Heston model
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convex order
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Euler schemes
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