A partial rough path space for rough volatility

Article Properties
  • DOI (url)
    10.1214/24-ejp1080
  • Publication Date
    2024/01/01
  • Journal
    Electronic Journal of Probability
  • Indian UGC (journal)
  • Refrences
    45
  • Masaaki Fukasawa Graduate School of Engineering Science, Osaka University, 560-8531, Japan
  • Ryoji Takano Graduate School of Engineering Science, Osaka University, 560-8531, Japan
Cite
Fukasawa, Masaaki, and Ryoji Takano. “A Partial Rough Path Space for Rough Volatility”. Electronic Journal of Probability, vol. 29, no. none, 2024, https://doi.org/10.1214/24-ejp1080.
Fukasawa, M., & Takano, R. (2024). A partial rough path space for rough volatility. Electronic Journal of Probability, 29(none). https://doi.org/10.1214/24-ejp1080
Fukasawa, Masaaki, and Ryoji Takano. “A Partial Rough Path Space for Rough Volatility”. Electronic Journal of Probability 29, no. none (2024). https://doi.org/10.1214/24-ejp1080.
Fukasawa M, Takano R. A partial rough path space for rough volatility. Electronic Journal of Probability. 2024;29(none).
Journal Categories
Science
Mathematics
Science
Mathematics
Probabilities
Mathematical statistics
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