Functional central limit theorems for rough volatility
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Elisa Al`os & David Garc'ia-Lorite & Aitor Muguruza, 2018. "On smile properties of volatility derivatives and exotic products: understanding the VIX skew," Papers 1808.03610, arXiv.org.
- Blanka Horvath & Antoine Jacquier & Peter Tankov, 2018. "Volatility options in rough volatility models," Papers 1802.01641, arXiv.org.
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