Least Squares Monte Carlo Methods in Stochastic Volterra Rough Volatility Models

AuthID
P-00Y-6QA
2
Author(s)
Guerreiro, H
·
Tipo de Documento
Article
Year published
2022
Publicado
in JOURNAL OF COMPUTATIONAL FINANCE, ISSN: 1460-1559
Volume: 26, Número: 3, Páginas: 73-101 (29)
Indexing
Publication Identifiers
SCOPUS: 2-s2.0-85150429659
Wos: WOS:000952087200003
Source Identifiers
ISSN: 1460-1559
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