Díaz Lozano, P. (2023). Rough volatility models using the signature transform: Theory and calibration.
Citación estilo ChicagoDíaz Lozano, Pere. Rough Volatility Models Using the Signature Transform: Theory and Calibration. 2023.
Cita MLADíaz Lozano, Pere. Rough Volatility Models Using the Signature Transform: Theory and Calibration. 2023.
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