Multiscale stochastic volatility driven by fractional Brownian motion
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Publication:2915777
zbMATH Open1247.91189MaRDI QIDQ2915777
Author name not available (Why is that?)
Publication date: 18 September 2012
Published in: (Search for Journal in Brave)
Full work available at URL: http://www.pphmj.com/abstract/6790.htm
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