11573/1680387 - 2023 -
Nonlinear biases in the roughness of a Fractional Stochastic Regularity Model Angelini, Daniele; Bianchi, Sergio - 01a Articolo in rivista
rivista: CHAOS, SOLITONS & FRACTALS (Amsterdam : Elsevier Science) pp. - - issn: 1873-2887 - wos: WOS:001014380100001 (2) - scopus: 2-s2.0-85159763269 (2)
11573/1689682 - 2023 -
Rough volatility via the Lamperti transform Bianchi, Sergio; Angelini, Daniele; Pianese, Augusto; Frezza, Massimiliano - 01a Articolo in rivista
rivista: COMMUNICATIONS IN NONLINEAR SCIENCE & NUMERICAL SIMULATION (Center for Nonlinear Science, Peking University) pp. - - issn: 1007-5704 - wos: WOS:001088334900001 (0) - scopus: 2-s2.0-85173619422 (0)