Cover Image

Rough volatility /

Bibliographic Details
Other Authors: Bayer, Christian (Editor), Friz, Peter K. (Editor), Fukasawa, Masaaki (Editor), Gatheral, Jim, 1957- (Editor), Jacquier, Antoine (Editor), Rosenbaum, Mathieu (Editor)
Format: Book
Language:English
Published: Philadelphia : Society for Industrial and Applied Mathematics, [2024]
Series:Financial mathematics.
Subjects:
Finance > Mathematical models.
Uncertainty > Mathematical models.
Brownian motion processes > Mathematical models.
Brownian movements > Mathematical models.
Stochastic analysis.
Finances > Modèles mathématiques.
Processus de mouvement brownien > Modèles mathématiques.
Mouvement brownien > Modèles mathématiques.
Analyse stochastique.
Description
Physical Description:xxviii, 263 pages : illustrations (some color) ; 26 cm.
Bibliography:Includes bibliographical references (pages 245-260) and index.
ISBN:9781611977776
1611977770