1. Pricing under rough volatility;Bayer;Quant. Finance,2016
2. Decoupling the short-and long-term behavior of stochastic volatility;Bennedsen,2016
3. Long-Memory Processes;Beran,2013
4. Probability and Measure;Billingsley,2008
5. The pricing of options and corporate liabilities;Black;J. Polit. Econ.,1973