PORTFOLIO INSURANCE UNDER ROUGH VOLATILITY AND VOLTERRA PROCESSES.
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| Title: | PORTFOLIO INSURANCE UNDER ROUGH VOLATILITY AND VOLTERRA PROCESSES. |
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| 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 |
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