Perfect hedging in rough Heston models (Q1634189)

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Perfect hedging in rough Heston models
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    Perfect hedging in rough Heston models (English)
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    17 December 2018
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    rough volatility
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    rough Heston model
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    Hawkes processes
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    fractional Brownian motion
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    fractional Riccati equations
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    limit theorems
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    forward variance curve
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