From Constant to Rough: A Survey of Continuous Volatility Modeling

Giulia Di Nunno, Kęstutis Kubilius, Yuliya Mishura, Anton Yurchenko-Tytarenko

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DOI: 10.3390/math11194201
Published: 2023-10-08
Container: Mathematics
Publisher: MDPI AG
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.3390/math11194201,
  title = {From Constant to Rough: A Survey of Continuous Volatility Modeling},
  author = {Giulia Di Nunno and Kęstutis Kubilius and Yuliya Mishura and Anton Yurchenko-Tytarenko},
  year = {2023},
  journal = {Mathematics},
  doi = {10.3390/math11194201},
  url = {https://doi.org/10.3390/math11194201}
}

RIS

TY  - JOUR
TI  - From Constant to Rough: A Survey of Continuous Volatility Modeling
AU  - Giulia Di Nunno
AU  - Kęstutis Kubilius
AU  - Yuliya Mishura
AU  - Anton Yurchenko-Tytarenko
PY  - 2023
JO  - Mathematics
DO  - 10.3390/math11194201
UR  - https://doi.org/10.3390/math11194201
ER  -

APA

Nunno, G. D., Kubilius, K., Mishura, Y., & Yurchenko-Tytarenko, A. (2023). From Constant to Rough: A Survey of Continuous Volatility Modeling. Mathematics. https://doi.org/10.3390/math11194201

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crossref · retrieved 2026-11-10T06:37:10.151Z