Are there Stochastic Volatility models that have advantages over the Bergomi model?

后端 未结 0 1949
暗喜
暗喜 2021-01-05 06:35

I\'ve been doing my best to educate myself about stochastic volatility modeling, and thus far from what I\'ve seen the Bergomi Rough Volatility model is more-or-less the gol

相关标签:
回答
  • 消灭零回复
提交回复
热议问题