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"Rough volatility via the Lamperti transform."
Sergio Bianchi et al. (2023)
- Sergio Bianchi, Daniele Angelini, Augusto Pianese, Massimiliano Frezza:
Rough volatility via the Lamperti transform. Commun. Nonlinear Sci. Numer. Simul. 127: 107582 (2023)
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