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BibTeX record journals/fs/EuchFR18
@article{DBLP:journals/fs/EuchFR18, author = {Omar El Euch and Masaaki Fukasawa and Mathieu Rosenbaum}, title = {The microstructural foundations of leverage effect and rough volatility}, journal = {Finance Stochastics}, volume = {22}, number = {2}, pages = {241--280}, year = {2018}, url = {https://doi.org/10.1007/s00780-018-0360-z}, doi = {10.1007/S00780-018-0360-Z}, timestamp = {Wed, 22 Jul 2020 22:00:06 +0200}, biburl = {https://dblp.org/rec/journals/fs/EuchFR18.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }
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