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Horvath, Blanka, Jacquier, Antoine, Muguruza, Aitor and Søjmark, Andreas ORCID: 0000-0001-7488-0221
(2024)
Functional central limit theorems for rough volatility.
Finance and Stochastics, 28 (3).
615 - 661.
ISSN 0949-2984
Ledger, Sean and Søjmark, Andreas ORCID: 0000-0001-7488-0221
(2021)
At the mercy of the common noise: blow-ups in a conditional McKean–Vlasov Problem.
Electronic Journal of Probability, 26 (none).
ISSN 1083-6489