![](/img/cover-not-exists.png)
Simulation of volatility modulated Volterra processes using hyperbolic stochastic partial differential equations
Benth, Fred Espen, Eyjolfsson, HeidarVolume:
22
Language:
english
Journal:
Bernoulli
DOI:
10.3150/14-BEJ675
Date:
May, 2016
File:
PDF, 504 KB
english, 2016