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Rough volatility

Bayer, Christian.

Rough volatility - Philade;phia: SIAM, 2024. - xxviii, 263 pages : illustrations ; 26 cm. - Financial mathematics .

Includes bibliographical references (pages 245-260) and index.

ISBN: 9781611977776 (Pbk) 1611977770

LCCN: 2023946731

Subjects--Topical Terms:
Volatility

LC Class. No.: HG106 / .B39 2024

Dewey Class. No.: 332.0151 B341R

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