Source of multiscaling in rough volatility models
Casaburi, Pasquale*; Di Matteo, TizianaRoom 4
Wed 15:30 - 15:45
© 2024 CCS’24 Exeter London. Created for free using WordPress and Kubio
Source of multiscaling in rough volatility models
CCS'24
Warm-up: London, 30-31 Aug.
Conference: Exeter, 2-6 Sept.
© 2024 CCS’24 Exeter London. Created for free using WordPress and Kubio
Comments are closed