论文标题
钻石和前进差异模型
Diamonds and forward variance models
论文作者
论文摘要
在这种对钻石树木和森林的非技术介绍中，我们专注于它们在以前方差形式编写的随机波动率模型中的应用，尤其是粗糙的波动模型。
In this non-technical introduction to diamond trees and forests, we focus on their application to computation in stochastic volatility models written in forward variance form, rough volatility models in particular.
