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2208.00830
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Short-time expansion of characteristic functions in a rough volatility setting with applications
1 August 2022
Carsten H. Chong
Viktor Todorov
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ArXiv (abs)
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Papers citing
"Short-time expansion of characteristic functions in a rough volatility setting with applications"
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Title
Statistical inference for rough volatility: Central limit theorems
Carsten H. Chong
M. Hoffmann
Yanghui Liu
M. Rosenbaum
Grégoire Szymanski
74
18
0
03 Oct 2022
1