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Multivariate rough volatility
Dugo, Ranieri
;
Giorgio, Giacomo
;
Pigato, Paolo
-
2024
Persistent link: https://www.econbiz.de/10015326256
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The multivariate fractional Ornstein-Uhlenbeck process
Dugo, Ranieri
;
Giorgio, Giacomo
;
Pigato, Paolo
-
2024
Persistent link: https://www.econbiz.de/10015084279
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