PORTFOLIO INSURANCE UNDER ROUGH VOLATILITY AND VOLTERRA PROCESSES.

Saved in:

Bibliographic Details
Title:	PORTFOLIO INSURANCE UNDER ROUGH VOLATILITY AND VOLTERRA PROCESSES.
Authors:	DUPRET, JEAN-LOUP¹ (AUTHOR) jean-loup.dupret@uclouvain.be, HAINAUT, DONATIEN¹ (AUTHOR) donatien.hainaut@uclouvain.be
Source:	International Journal of Theoretical & Applied Finance. Sep/Nov2021, Vol. 24 Issue 6n7, p1-35. 35p.
Database:	Mathematics Source

Description
ISSN:	02190249
DOI:	10.1142/S0219024921500369