BibTeX record journals/amc/AlosARS23

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@article{DBLP:journals/amc/AlosARS23,
  author       = {Elisa Al{\`{o}}s and
                  Fabio Antonelli and
                  Alessandro Ramponi and
                  Sergio Scarlatti},
  title        = {{CVA} in fractional and rough volatility models},
  journal      = {Appl. Math. Comput.},
  volume       = {442},
  pages        = {127715},
  year         = {2023},
  url          = {https://doi.org/10.1016/j.amc.2022.127715},
  doi          = {10.1016/J.AMC.2022.127715},
  timestamp    = {Mon, 26 Jun 2023 20:55:00 +0200},
  biburl       = {https://dblp.org/rec/journals/amc/AlosARS23.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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