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Coffie, Emmanuel, Mao, Xuerong and Proske, Frank
(2023)
On the Analysis of Ait-Sahalia-Type Model for Rough Volatility Modelling.
Journal of Theoretical Probability.
Up a level |
Coffie, Emmanuel, Mao, Xuerong and Proske, Frank
(2023)
On the Analysis of Ait-Sahalia-Type Model for Rough Volatility Modelling.
Journal of Theoretical Probability.
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