"A general valuation framework for rough stochastic local volatility models ..."

Wensheng Yang, Jingtang Ma, Zhenyu Cui (2025)

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DOI: 10.1016/J.EJOR.2024.11.002

access: closed

type: Journal Article

metadata version: 2025-04-02

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Wensheng Yang, Jingtang Ma, Zhenyu Cui:
A general valuation framework for rough stochastic local volatility models and applications. Eur. J. Oper. Res. 322(1): 307-324 (2025)

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