Functional quantization of rough volatility and applications to the VIX
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2019 ◽
Vol 10
(2)
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pp. 309-349
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1993 ◽
Vol 08
(06)
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pp. 1041-1057
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2018 ◽
Vol 22
(2)
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pp. 241-280
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2003 ◽
Vol 16
(4)
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pp. 1047-1062
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2005 ◽
Vol 133
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pp. 3403-3409
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