Affine fractional stochastic volatility models (Q470522)
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scientific article; zbMATH DE number 6368840
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Affine fractional stochastic volatility models |
scientific article; zbMATH DE number 6368840 |
Statements
Affine fractional stochastic volatility models (English)
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12 November 2014
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fractional integrals
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long memory processes
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integrated volatility
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option pricing
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stochastic volatility
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