CVA in fractional and rough volatility models
| Autor: | Alòs, Elisa, Antonelli, Fabio, Ramponi, Alessandro, Scarlatti, Sergio |
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| Zdroj: | In Applied Mathematics and Computation 1 April 2023 442 |
| Databáze: | ScienceDirect |
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| Autor: | Alòs, Elisa, Antonelli, Fabio, Ramponi, Alessandro, Scarlatti, Sergio |
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| Zdroj: | In Applied Mathematics and Computation 1 April 2023 442 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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Full Text from ScienceDirect