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Path-dependent Fractional Volterra Equations and the Microstructure of Rough Volatility Models driven by Poisson Random Measures

Fuente: arXiv

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Bibliographic Details
Main Authors:	Horst, Ulrich, Xu, Wei, Zhang, Rouyi
Format:	Preprint
Published:	2024
Subjects:	Probability Mathematical Finance Primary 60G55, 60F05, secondary 60G22
Online Access:	Acceder al recurso
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