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Kubilius, Kęstutis

  1. From constant to rough: A survey of continuous volatility modeling
    2023/09/02 by Di Nunno, Giulia, Kubilius, Kęstutis, Mishura, Yuliya +1 · 2 citations
    #60G22 #60H10 #62P05 #91-02 #91-03 #91G15 #91G30 #91G80 #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Probability (math.PR)