Author:
Nicolato Elisa,Sloth David
Subject
General Earth and Planetary Sciences,General Environmental Science
Reference33 articles.
1. Affine Volterra processes;M Abi Jaber;The Annals of Applied Probability,2019
2. Moment explosions in stochastic volatility models;L B G Andersen;Finance and Stochastics,2007
3. Normal inverse gaussian distributions and stochastic volatility modelling;O Barndorff-Nielsen;Scandinavian Journal of statistics,1997
4. Pricing under rough volatility;C Bayer;Quantitative Finance,2016