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Asymmetric super-Heston-rough volatility model with Zumbach effect as scaling limit of quadratic Hawkes processes

Fuente: arXiv

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Bibliographic Details
Main Authors:	Chudasama, Priyanka, Iyer, Srikanth Krishnan
Format:	Preprint
Published:	2025
Subjects:	Statistical Finance Probability Mathematical Finance 60F05, 60F17, 60G55, 62P05
Online Access:	Acceder al recurso
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