Semimartingale and continuous-time Markov chain approximation for rough stochastic local volatility models
Jingtang Ma
◽
Wensheng Yang
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Zhenyu Cui
Jingtang Ma
◽
Wensheng Yang
◽
Zhenyu Cui
Jingtang Ma
◽
Wensheng Yang
◽
Zhenyu Cui
Chia Chun Lo
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Konstantinos Skindilias
2020 ◽
Vol 386
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pp. 125472
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J. Lars Kirkby
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Dang H. Nguyen
◽
Duy Nguyen
Justin Kirkby
◽
Dang Nguyen
◽
Duy Nguyen
Yuejuan Xi
◽
Kailin Ding
◽
Ning Ning
Jingtang Ma
◽
Wensheng Yang
◽
Zhenyu Cui
Zhenyu Cui
◽
Justin Kirkby
◽
Duy Nguyen
2021 ◽
Vol 290
(3)
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pp. 1046-1062
Zhenyu Cui
◽
J. Lars Kirkby
◽
Duy Nguyen