A fractional Heston model with
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Publication:2974870
DOI10.1080/17442508.2016.1218496zbMath1366.91112OpenAlexW2522794339MaRDI QIDQ2974870
Publication date: 11 April 2017
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508.2016.1218496
Fractional processes, including fractional Brownian motion (60G22) Stochastic models in economics (91B70) Applications of stochastic analysis (to PDEs, etc.) (60H30) Financial applications of other theories (91G80)
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