Work

Fair Volatility in the Fractional Stochastic Regularity Model

Year: 2024

Type: conference-paper

Source: Springer eBooks

DOI: 10.1007/978-3-031-64273-9_11

Authors: Sergio Bianchi, Daniele Angelini, Massimiliano Frezza, Anna Maria Palazzo, Augusto Pianese

Institutions: Sapienza University of Rome, Università degli studi di Cassino e del Lazio Meridionale

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4401223269

FWCI:

Cites: 9

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Related to: 10