Stochastic volatility models with volatility driven by fractional Brownian motions.
Resource URI: https://dblp.l3s.de/d2r/resource/publications/journals/cominfsys/DuncanJP15
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Stochastic volatility models with volatility driven by fractional Brownian motions.
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Stochastic volatility models with volatility driven by fractional Brownian motions.
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