Functional central limit theorems for rough volatility
Crossref DOI link: https://doi.org/10.1007/s00780-024-00533-5
Published Online: 2024-04-16
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Horvath, Blanka
Jacquier, Antoine
Muguruza, Aitor
SĂžjmark, Andreas
Text and Data Mining valid from 2024-04-16
Version of Record valid from 2024-04-16
Article History
Received: 7 May 2019
Accepted: 9 September 2023
First Online: 16 April 2024
Declarations
:
: The authors declare no competing interests.