3 treff

Rough volatility
Rough volatility
Bok Engelsk 2024
A course on rough paths : with an introduction to regularity structures
Peter K. Friz, Martin Hairer
Bok Bokmål 2014
Multidimensional stochastic processes as rough paths : theory and applications
Peter K. Friz, Nicolas B. Victoir
Bok Engelsk 2010