Work

Hybrid multifactor scheme for stochastic Volterra equations with completely monotone kernels

Year: 2020

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.3706253

Author: Sigurd Emil Rømer

Institution: University of Copenhagen

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3109429596

Cites: 51

Cited by: 1

Related to: 10