Guennoun, Hamza
- Asymptotic behaviour of the fractional Heston model
2014/11/27 by Hamza Guennoun, Antoine Jacquier, Guennoun, Hamza +5 · 2 citations
Economics, Econometrics and Finance · #60F10 #91B25 #91G99 #Complex Systems and Time Series Analysis #FOS: Economics and business #Financial Risk and Volatility Modeling #Mathematical Finance (q-fin.MF) #Stochastic processes and financial applications