Subject
Economics and Econometrics,Finance
Reference51 articles.
1. The use of scaling properties to detect relevant changes in financial time series: A new visual warning tool;Antoniades;Physica A: Statistical Mechanics and its Applications,2021
2. Multifractal random walk;Bacry;Physical Review E,2001
3. Pricing under rough volatility;Bayer;Quantitative Finance,2016
4. On deep calibration of (rough) stochastic volatility models;Bayer,2019
5. Arbitrage with fractional Brownian motion?;Bender;Theory of Stochastic Processes,2007
Cited by
7 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献