Sentiment-driven mean reversion in the 4/2 stochastic volatility model with jumps
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Publication:6581589
DOI10.1002/ASMB.2763MaRDI QIDQ6581589FDOQ6581589
Authors: Alessandra Cretarola, Gianna Figà-Talamanca, Marco Patacca 
Publication date: 30 July 2024
Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)
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