Luu H. Duc

According to our database, Luu H. Duc authored at least 1 paper in 2023.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of four.

2023

How Rough Path Lifts Affect Expected Return and Volatility: A Rough Model under Transaction Cost.

Luu H. Duc, Jürgen Jost

SIAM J. Financial Math., September, 2023