Affine fractional stochastic volatility models

DOI10.1007/s10436-010-0165-3zbMath1298.60067OpenAlexW2028867268MaRDI QIDQ470522

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Publication date: 12 November 2014

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10436-010-0165-3

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