"Time-Inconsistency with Rough Volatility."

Bingyan Han, Hoi Ying Wong (2021)

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DOI: 10.1137/20M136654X

access: closed

type: Journal Article

metadata version: 2022-01-21

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Bingyan Han, Hoi Ying Wong:
Time-Inconsistency with Rough Volatility. SIAM J. Financial Math. 12(4): 1553-1595 (2021)

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