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CVA in fractional and rough volatility models.

Elisa AlòsFabio AntonelliAlessandro RamponiSergio Scarlatti
Published in: Appl. Math. Comput. (2023)
Keyphrases
  • statistical model
  • statistical models
  • probabilistic model
  • complex systems
  • information retrieval
  • experimental data
  • bayesian framework
  • historical data