Asymptotics for volatility derivatives in multi-factor rough volatility models
- Standort
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Deutsche Nationalbibliothek Frankfurt am Main
- ISSN
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1862-9660
- Umfang
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Online-Ressource
- Sprache
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Englisch
- Anmerkungen
-
online resource.
- Erschienen in
-
Asymptotics for volatility derivatives in multi-factor rough volatility models ; day:9 ; month:1 ; year:2021 ; pages:1-33
Mathematics and financial economics ; (9.1.2021), 1-33
- Klassifikation
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Wirtschaft
- Urheber
-
Lacombe, Chloe
Muguruza, Aitor
Stone, Henry
- Beteiligte Personen und Organisationen
-
SpringerLink (Online service)
- DOI
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10.1007/s11579-020-00288-5
- URN
-
urn:nbn:de:101:1-2021020921332835321558
- Rechteinformation
-
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
15.08.2025, 07:21 MESZ
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Beteiligte
- Lacombe, Chloe
- Muguruza, Aitor
- Stone, Henry
- SpringerLink (Online service)
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