"Option Pricing in Sandwiched Volterra Volatility Model."

Giulia Di Nunno, Yuliya Mishura, Anton Yurchenko-Tytarenko (2024)

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DOI: 10.1137/22M1521328

access: closed

type: Journal Article

metadata version: 2024-10-03

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Giulia Di Nunno, Yuliya Mishura, Anton Yurchenko-Tytarenko:
Option Pricing in Sandwiched Volterra Volatility Model. SIAM J. Financial Math. 15(3): 824-882 (2024)

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