A fractional Heston model with (Q2974870)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A fractional Heston model with |
scientific article |
Statements
A fractional Heston model with (English)
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11 April 2017
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stochastic volatility
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Heston model
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Itô's calculus
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fractional Brownian motion
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