"Partial Hedging in Rough Volatility Models."

Edouard Motte, Donatien Hainaut (2024)

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DOI: 10.1137/23M1583090

access: closed

type: Journal Article

metadata version: 2024-07-14

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Edouard Motte, Donatien Hainaut:
Partial Hedging in Rough Volatility Models. SIAM J. Financial Math. 15(3): 601-652 (2024)

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