Pra, P. D., & Pigato, P. (2025). A stochastic volatility approximation for a tick-by-tick price model with mean-field interaction.
Chicago Style (17th ed.) CitationPra, Paolo Dai, and Paolo Pigato. A Stochastic Volatility Approximation for a Tick-by-tick Price Model with Mean-field Interaction. 2025.
MLA (9th ed.) CitationPra, Paolo Dai, and Paolo Pigato. A Stochastic Volatility Approximation for a Tick-by-tick Price Model with Mean-field Interaction. 2025.
Warning: These citations may not always be 100% accurate.