On the Analysis of Ait-Sahalia-Type Model for Rough Volatility Modelling
Crossref DOI link: https://doi.org/10.1007/s10959-023-01269-2
Published Online: 2023-06-13
Published Print: 2024-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Coffie, Emmanuel
Mao, Xuerong
Proske, Frank
Text and Data Mining valid from 2023-06-13
Version of Record valid from 2023-06-13
Article History
Received: 29 September 2022
Revised: 23 April 2023
Accepted: 28 May 2023
First Online: 13 June 2023
Declarations
:
: The authors declare that they have no conflict of interest.