Moment explosions in the rough Heston model

Moment explosions in the rough Heston model

Gerhold, Stefan, Gerstenecker, Christoph, Pinter, Arpad
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Language:
english
Journal:
Decisions in Economics and Finance
DOI:
10.1007/s10203-019-00267-6
Date:
September, 2019
File:
PDF, 688 KB
english, 2019
Conversion to is in progress
Conversion to is failed