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From microscopic price dynamics to multidimensional rough volatility models
- Part of
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- Journal:
- Advances in Applied Probability / Volume 53 / Issue 2 / June 2021
- Published online by Cambridge University Press:
- 01 July 2021, pp. 425-462
- Print publication:
- June 2021
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- Article
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List of Contributors
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- Book:
- Uncommon Causes of Stroke
- Published online:
- 06 January 2010
- Print publication:
- 09 October 2008, pp ix-xiv
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- Chapter
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