Perfect hedging in rough Heston models (Q1634189): Difference between revisions

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+Moment explosions in stochastic volatility models
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+Some limit theorems for Hawkes processes and application to financial statistics
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+Pricing under rough volatility
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+Hybrid scheme for Brownian semistationary processes
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+Path Properties and Regularity of Affine Processes on General State Spaces
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+The total progeny in a branching process and a related random walk
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+Asymptotic analysis for stochastic volatility: martingale expansion
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+Volatility is rough
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+Mittag-Leffler functions and their applications
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+Rough fractional diffusions as scaling limits of nearly unstable heavy tailed Hawkes processes
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+On some properties of the Mittag-Leffler function \(E_\alpha(-t^\alpha)\), completely monotone for \(t>0\) with \(0<\alpha<1\)
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+Special Functions for Applied Scientists
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+The maximum rate of convergence for the approximation of the fractional Lévy area at a single point
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+Q3141895
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