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Functional central limit theorems for rough volatility - MaRDI portal

Functional central limit theorems for rough volatility

From MaRDI portal
Publication:6293683

arXiv1711.03078MaRDI QIDQ6293683

Blanka Horvath, Andreas Søjmark, Aitor Muguruza, Antoine Jacquier

Publication date: 8 November 2017




Mathematics Subject Classification ID

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