Subject
Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting
Cited by
98 articles.
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1. Option Pricing in Sandwiched Volterra Volatility Model;SIAM Journal on Financial Mathematics;2024-09-09
2. Reconciling Rough Volatility with Jumps;SIAM Journal on Financial Mathematics;2024-09-06
3. Change of measure in a Heston–Hawkes stochastic volatility model;Advances in Applied Probability;2024-07-24
4. Affine Volterra processes with jumps;Stochastic Processes and their Applications;2024-02
5. CBI-time-changed Lévy processes;Stochastic Processes and their Applications;2023-09