On the Analysis of Ait-Sahalia-Type Model for Rough Volatility Modelling

dc.date.accessioned	2024-02-19T09:39:48Z
dc.date.available	2024-02-19T09:39:48Z
dc.date.created	2023-08-18T07:59:50Z
dc.date.issued	2023
dc.identifier.citation	Coffie, Emmanuel Mao, Xuerong Proske, Frank Norbert . On the Analysis of Ait-Sahalia-Type Model for Rough Volatility Modelling. Journal of theoretical probability. 2023
dc.identifier.uri	http://hdl.handle.net/10852/108253
dc.language	EN
dc.rights	Attribution 4.0 International
dc.rights.uri	https://creativecommons.org/licenses/by/4.0/
dc.title	On the Analysis of Ait-Sahalia-Type Model for Rough Volatility Modelling
dc.title.alternative	ENEngelskEnglishOn the Analysis of Ait-Sahalia-Type Model for Rough Volatility Modelling
dc.type	Journal article
dc.creator.author	Coffie, Emmanuel
dc.creator.author	Mao, Xuerong
dc.creator.author	Proske, Frank Norbert
cristin.unitcode	185,15,13,35
cristin.unitname	Risiko og stokastikk
cristin.ispublished	true
cristin.fulltext	original
cristin.qualitycode	1
dc.identifier.cristin	2167793
dc.identifier.bibliographiccitation	info:ofi/fmt:kev:mtx:ctx&ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.jtitle=Journal of theoretical probability&rft.volume=&rft.spage=&rft.date=2023
dc.identifier.jtitle	Journal of theoretical probability
dc.identifier.pagecount	0
dc.identifier.doi	https://doi.org/10.1007/s10959-023-01269-2
dc.type.document	Tidsskriftartikkel
dc.type.peerreviewed	Peer reviewed
dc.source.issn	0894-9840
dc.type.version	PublishedVersion