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Robustness and sensitivity analyses of rough Volterra stochastic volatility models

Crossref DOI link: https://doi.org/10.1007/s10436-023-00433-2

Published Online: 2023-08-04

Published Print: 2023-12

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Matas, Jan

Pospíšil, Jan https://orcid.org/0000-0002-4288-1614
Funding

Funding for this research was provided by:

Grantová Agentura České Republiky (GA18-16680S)
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Text and Data Mining valid from 2023-08-04

Version of Record valid from 2023-08-04
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Article History

Received: 24 September 2021

Accepted: 20 July 2023

First Online: 4 August 2023