The Fractional Volatility Model and Rough Volatility

AuthID
P-00Y-HMX
1
Author(s)
Tipo de Documento
Article
Year published
2023
Publicado
in INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE, ISSN: 0219-0249
Volume: 26, Número: 02N03
Indexing
Publication Identifiers
SCOPUS: 2-s2.0-85170692018
Wos: WOS:001057949800002
Source Identifiers
ISSN: 0219-0249
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