Gatheral, J., & Radoičić, R. (2023). A generalization of the rational rough Heston approximation.
Chicago Style (17th ed.) CitationGatheral, Jim, and Radoš Radoičić. A Generalization of the Rational Rough Heston Approximation. 2023.
MLA (9th ed.) CitationGatheral, Jim, and Radoš Radoičić. A Generalization of the Rational Rough Heston Approximation. 2023.
Warning: These citations may not always be 100% accurate.