Affiliation:
1. Finance Discipline GroupUTS Business School, University of Technology SydneySydney New South Wales Australia
2. Mathematisches InstitutUniversity of GiessenGießen Germany
Subject
Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting
Reference28 articles.
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4. El Euch O. &Rosenbaum M.(2016). The characteristic function of rough Heston models.Mathematical Finance forthcoming.ArXiv preprint arXiv:1609.02108.
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