"Applications of fractional stochastic volatility models to market ..."

Abe Webb (2024)

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DOI: 10.3389/FAMS.2024.1456746

access: open

type: Journal Article

metadata version: 2024-11-22

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Abe Webb:
Applications of fractional stochastic volatility models to market microstructure theory and optimal execution strategies. Frontiers Appl. Math. Stat. 10 (2024)

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