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Journal description
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Details for article 10 of 14 found articles
| Title: |
Sensitivity analysis with respect to a stochastic stock price model with rough volatility via a Bismut–Elworthy–Li formula for singular SDEs |
| Author: |
Coffie, Emmanuel Duedahl, Sindre Proske, Frank |
| Appeared in: |
Stochastic processes and their applications |
| Paging: | Volume 156 () nr. C pages 156-195 |
| Year: |
2023 |
| Contents: | |
| Publisher: |
Elsevier B.V. |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 10 of 14 found articles
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