Weak Approximations and Vix Option Prices Expansions in Rough Forward Variances Models.
Gobet, Emmanuel
Weak Approximations and Vix Option Prices Expansions in Rough Forward Variances Models. - Rio de Janeiro: IMPA, 2020. - video online
Talk
Matematica.
cs
Weak Approximations and Vix Option Prices Expansions in Rough Forward Variances Models. - Rio de Janeiro: IMPA, 2020. - video online
Talk
Matematica.
cs