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Fake stationary rough Heston volatility: Microstructure-inspired foundations

Fuente: arXiv

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Bibliographic Details
Main Authors:	Gnabeyeu, Emmanuel, Pagès, Gilles, Rosenbaum, Mathieu
Format:	Preprint
Published:	2026
Subjects:	Probability 33E12, 45D05, 60G17, 60G22, 60G55, 91G80
Online Access:	Acceder al recurso
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