# Robustness of Hilbert space-valued stochastic volatility models

@inproceedings{Benth2022RobustnessOH, title={Robustness of Hilbert space-valued stochastic volatility models}, author={Fred Espen Benth and Heidar Eyjolfsson}, year={2022} }

. In this paper we show that Hilbert space-valued stochastic models are robust with respect to perturbation, due to measurement or approximation errors, in the underlying volatility process. Within the class of stochastic volatility modulated Ornstein-Uhlenbeck processes, we quantify the error induced by the volatility in terms of perturbations in the parameters of the volatility process. We moreover study the robustness of the volatility process itself with respect to ﬁnite dimensional…

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