TY  - BOOK
AU  - Bayer,Christian
AU  - Friz,Peter K.
AU  - Fukasawa,Masaaki
AU  - Gatheral,Jim
AU  - Jacquier,Antoine
AU  - Rosenbaum,Mathieu
TI  - Rough volatility 
T2  - Financial mathematics
SN  - 9781611977776 (Pbk)
AV  - HG106 .B39 2024
U1  - 332.0151 B341R 23/eng/20240516
PY  - 2024///
CY  - Philade;phia
PB  - SIAM
KW  - Volatility
N1  - Includes bibliographical references (pages 245-260) and index
ER  -