"Reconciling Rough Volatility with Jumps."

Eduardo Abi Jaber, Nathan De Carvalho (2024)

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DOI: 10.1137/23M1558847

access: closed

type: Journal Article

metadata version: 2024-09-19

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Eduardo Abi Jaber, Nathan De Carvalho:
Reconciling Rough Volatility with Jumps. SIAM J. Financial Math. 15(3): 785-823 (2024)

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