zweidimensionales bewegtes Bild

Volatility derivatives in (rough) forward variance models

Alternative title
Volatility derivatives in rough forward variance models
Location
Hannover TIB
Extent
131MB, 00:29:07:12 (unknown)
Language
Englisch
Notes
Audiovisuelles Material

Bibliographic citation
Stochastic Analysis and its Applications (18w5080) ; (Jan. 2018)

Event
Veröffentlichung
(who)
Banff International Research Station (BIRS) for Mathematical Innovation and Discovery
(when)
2018-01-01
Contributor
Marco, Stefano De

DOI
10.5446/58915
Last update
04.12.2024, 8:09 AM CET

Data provider

This object is provided by:
Technische Informationsbibliothek (TIB). If you have any questions about the object, please contact the data provider.

Object type

  • zweidimensionales bewegtes Bild

Associated

  • Marco, Stefano De
  • Banff International Research Station (BIRS) for Mathematical Innovation and Discovery

Time of origin

  • 2018-01-01

Other Objects (12)