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From rough to multifractal multidimensional volatility: A multidimensional Log S-fBM model

Fuente: arXiv

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Bibliographic Details
Main Authors:	Zarhali, Othmane, Bacry, Emmanuel, Muzy, Jean-François
Format:	Preprint
Published:	2026
Subjects:	Statistical Finance
Online Access:	Acceder al recurso
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