The Zumbach effect under rough Heston (Q5121491)
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scientific article; zbMATH DE number 7246977
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Zumbach effect under rough Heston |
scientific article; zbMATH DE number 7246977 |
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The Zumbach effect under rough Heston (English)
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14 September 2020
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Zumbach effect
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rough Heston model
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