Browsing byAuthorOverbeck, L
Showing results 1 to 2 of 2
Issue Date | Title | Author(s) |
---|---|---|
2024 | Implied roughness in the term structure of oil market volatility | Alfeus, M; Nikitopoulos, CS; Overbeck, L |
2019-05-01 | Regime switching rough Heston model | Alfeus, M; Overbeck, L; Schlögl, E |