Masaaki Fukasawa – författare

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1 produkter

1. 

   Rough Volatility

   Av Christian Bayer, Peter K. Friz m. fl.

   Häftad, 2024

   1034 kr

   Lägg i varukorg

   Volatility underpins financial markets by encapsulating uncertainty about prices, individual behaviors, and decisions and has traditionally been modeled as a semimartingale, with consequent scaling properties. This mathematical description has been an active topic of research for decades, however, …