Convergence of Heavy-Tailed Hawkes Processes and the Microstructure of Rough Volatility (Q6463546)
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scientific article; zbMATH DE number 902384166
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| English | Convergence of Heavy-Tailed Hawkes Processes and the Microstructure of Rough Volatility |
scientific article; zbMATH DE number 902384166 |
Statements
14 December 2023
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q-fin.MF
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math.PR
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