The following pages link to A fractional Heston model with (Q2974870):
Displaying 4 items.
- Fractional Barndorff-Nielsen and Shephard model: applications in variance and volatility swaps, and hedging (Q2063058) (← links)
- Markovian lifts of positive semidefinite affine Volterra-type processes (Q2292045) (← links)
- Generalised class of time fractional black Scholes equation and numerical analysis (Q2319595) (← links)
- Option pricing under fast‐varying long‐memory stochastic volatility (Q5743117) (← links)
