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Long memory score-driven models as approximations for rough Ornstein-Uhlenbeck processes

Fuente: arXiv

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Bibliographic Details
Main Authors:	Wu, Yinhao, He, Ping
Format:	Preprint
Published:	2025
Subjects:	Probability Mathematical Finance 60F17, 60G22, 62M10, 91B70
Online Access:	Acceder al recurso
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