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Asymptotic behaviour of randomised fractional volatility models

Research output: Contribution to journalArticle

Blanka Nora Horvath, A. Jacquier, Chloe Lacombe

Original languageEnglish
JournalJOURNAL OF APPLIED PROBABILITY
Volume56
Issue number2
Early online date30 Jul 2019
DOIs
Publication statusPublished - 2019

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