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  4. Power law in Sandwiched Volterra Volatil ...

Modern Stochastics: Theory and Applications


Cited by 2
Power law in Sandwiched Volterra Volatility model

Option Pricing in Sandwiched Volterra Volatility Model
Giulia Di Nunno, Yuliya Mishura, Anton Yurchenko-Tytarenko
https://doi.org/10.1137/22M1521328
Journal  SIAM Journal on Financial Mathematics Volume 15, Issue 3 (2024), p. 824
Sandwiched Volterra volatility model: Markovian approximations and hedging
Giulia Di Nunno, Anton Yurchenko-Tytarenko
https://doi.org/10.1007/s00780-025-00584-2
Journal  Finance and Stochastics (2025)


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