Rough Volatility by Christian Bayer, Peter K. Friz, Antoine Jacquier, Mathieu Rosenbaum, Masaaki Fukasawa, Jim Gatheral

Rough Volatility

Christian Bayer, Peter K. Friz, Antoine Jacquier, Mathieu Rosenbaum, Masaaki Fukasawa, Jim Gatheral

261 pages • missing pub info (view editions)

nonfiction mathematics
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