A fractional version of the Heston model with Hurst parameter \(H \in (1/2, 1)\) (Q4609296)
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scientific article; zbMATH DE number 6855079
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| English | A fractional version of the Heston model with Hurst parameter \(H \in (1/2, 1)\) |
scientific article; zbMATH DE number 6855079 |
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29 March 2018
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