Popular repositories Loading
-
Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.
-
regularity_structure_finance Public
Bayer, Friz, Gassiat, Martin, Stemper (2017). A regularity structure for finance.
Repositories
Showing 3 of 3 repositories
- regularity_structure_finance Public
Bayer, Friz, Gassiat, Martin, Stemper (2017). A regularity structure for finance.
- small-time_asymptotics_fractional Public
Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.
