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Lévy processes as weak limits of rough Heston models

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Bondi, Alessandro, Forde, Martin
Format:	Preprint
Publié:	2025
Sujets:	Probability 60H20, 45D05, 60F05, 60G22
Accès en ligne:	Acceder al recurso
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