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Daniele Angelini
Publication Activity (10 Years)
Years Active: 2023-2023
Publications (10 Years): 1
Top Topics
Original Signal
Rough Fuzzy
Financial Time Series
Stock Price
Top Venues
Commun. Nonlinear Sci. Numer. Simul.
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Publications
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Sergio Bianchi
,
Daniele Angelini
,
Augusto Pianese
,
Massimiliano Frezza
Rough volatility via the Lamperti transform.
Commun. Nonlinear Sci. Numer. Simul.
127 (2023)