Year: 2020
Type: erratum
Abstract: Article title: Rough volatility and CGMY jumps with a finite history and the Rough Heston model – small-time asymptotics in the k√ t regimeAuthors: Martin Forde, Benjamin Smith and Lauri Viitasaari...
Source: Quantitative Finance
Author: The Editors
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: bronze
OpenAlex ID: W4240819915