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arXiv 2017-10-20 EN

A regularity structure for rough volatility

Bayer, Christian · Friz, Peter K. · Gassiat, Paul · Martin, Joerg +1

Subjects

High Energy Physics - Phenomenology 129,386
High Energy Physics - Theory 115,860
Astrophysics 104,200
Quantum Physics 78,700
General Relativity and Quantum Cosmology 66,202
Mesoscale and Nanoscale Physics 52,065
Materials Science 48,860
Statistical Mechanics 48,539
Mathematical Physics 46,973
Strongly Correlated Electrons 45,342
Cosmology and Nongalactic Astrophysics 40,558
Nuclear Theory 39,883
Solar and Stellar Astrophysics 32,043
High Energy Physics - Experiment 31,366
Superconductivity 30,267
Combinatorics 29,798
Algebraic Geometry 28,478
Astrophysics of Galaxies 27,557
Probability 26,790
High Energy Astrophysical Phenomena 25,829
Analysis of PDEs 25,752
Soft Condensed Matter 23,670
Differential Geometry 23,229
Information Theory 21,631
Optics 20,288

219 of 1,236,367 translated to Arabic

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