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"Empirical study based on the model of rough fractional stochastic ..."

Songyan Zhang, Chaoyong Hu (2023)

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DOI: 10.1142/S1793962323410039

access: closed

type: Journal Article

metadata version: 2023-04-21

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Songyan Zhang, Chaoyong Hu:
Empirical study based on the model of rough fractional stochastic volatility (RFSV). Int. J. Model. Simul. Sci. Comput. 14(1): 2341003:1-2341003:10 (2023)

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