Fractional Brownian motion with zero Hurst parameter: a rough volatility viewpoint (Q1990028)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fractional Brownian motion with zero Hurst parameter: a rough volatility viewpoint |
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Fractional Brownian motion with zero Hurst parameter: a rough volatility viewpoint (English)
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24 October 2018
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fractional Brownian motion
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\(\log\)-correlated random field
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rough volatility
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multifractal processes
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