A subdiffusive stochastic volatility jump model
Work
Year: 2023
Type: article
Source: Quantitative Finance
Authors Jean-Loup Dupret, Donatien Hainaut
Institution UCLouvain
Cites: 58
Cited by: 2
Related to: 10
FWCI: 0.981
Citation percentile (by year/subfield): 57.88
Subfield: Finance
Domain: Social Sciences
Open Access status: closed
Grant ID 33658713