Perfect hedging in rough Heston models (Q1634189)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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