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Volume 11, Issue 2 (2024)
Power law in Sandwiched Volterra Volatil ...
Modern Stochastics: Theory and Applications
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Power law in Sandwiched Volterra Volatility model
Option Pricing in Sandwiched Volterra Volatility Model
Giulia Di Nunno, Yuliya Mishura, Anton Yurchenko-Tytarenko
https://doi.org/10.1137/22M1521328
Journal:
SIAM Journal on Financial Mathematics
Volume 15, Issue 3 (2024), p. 824
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