Decomposition Formula for Rough Volterra Stochastic Volatility Models
Raul Merino
◽
Jan Pospisil
◽
Tomas Sobotka
◽
Tommi Sottinen
◽
Josep Vives
Raúl Merino
◽
Josep Vives
2018 ◽
Vol 22
(3)
◽
pp. 65-88
◽
2014 ◽
Vol 17
(2)
◽
pp. 3-19
◽
Matthew Lorig
◽
Stefano Pagliarani
◽
Andrea Pascucci
Natalia Beliaeva
◽
Sanjay K. Nawalkha
Sassan Alizadeh
◽
Michael W. Brandt
◽
Francis X. Diebold
Chi Yuen
◽
Wendong Zheng
◽
Yue Kuen Kwok
Anna Pretre
◽
Gabriele Susinno
Xiuping Mao
◽
Esther Ruiz
◽
Helena Veiga
◽
Veronika Czellar