Statistical inference for rough volatility Central limit theorems
arXiv:2210.01216v3[math.ST]14Jun2024STATISTICALINFERENCEFORROUGHVOLATILITY:CENTRALLIMITTHEOREMSBYCARSTENH.CHONG1,a,MARCHOFFMANN2,b,YANGHUILIU3,c,MATHIEUROSENBAUM4,dANDGRÉGOIRESZYMANSKI4,e1DepartmentofInformationSystems,BusinessStatisticsandOperationsManagement,TheHongKongUniversityofScienceandTechno...
2025-04-15
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