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                                       Details for article 22 of 25 found articles
 
 
  The Riemann–Liouville field and its GMC as H → 0 , and skew flattening for the rough Bergomi model
 
 
Title: The Riemann–Liouville field and its GMC as H → 0 , and skew flattening for the rough Bergomi model
Author: Forde, Martin
Fukasawa, Masaaki
Gerhold, Stefan
Smith, Benjamin
Appeared in: Statistics & probability letters
Paging: Volume 181 () nr. C pages p.
Year: 2022
Contents:
Publisher: Elsevier B.V.
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 22 of 25 found articles
 
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