Moment explosions in the rough Heston model (Q2292054)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moment explosions in the rough Heston model |
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Moment explosions in the rough Heston model (English)
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31 January 2020
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option pricing
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rough volatility
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rough Heston model
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moment explosion
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Volterra integral equation
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