Author/Creator: Stemper, B. - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Author/Creator Stemper, B.

1. Short-time near-the-money skew in rough fractional volatility models. Issue 5 (4th May 2019)

Authors:: Bayer, C.; Friz, P. K.; Gulisashvili, A.; Horvath, B.; Stemper, B.
Journal:: Quantitative finance
Issue:: Volume 19:Issue 5(2019)
Page Start:: 779
Record Type:: Journal Article
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