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Rational approximation of the rough Heston solution
Gatheral, Jim; Radoičić, Radoš - In: International journal of theoretical and applied finance 22 (2019) 3, pp. 1-19
Persistent link: https://www.econbiz.de/10012019824
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A generalization of the rational rough Heston approximation
Gatheral, Jim; Radoičić, Radoš - In: Quantitative finance 24 (2024) 2, pp. 329-335
Persistent link: https://www.econbiz.de/10014551997
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Estimating efficiency of stock return with interval data
Phachongchit Tibprasorn; Chatchai Khiewngamdee; … - In: Robustness in econometrics, (pp. 667-678). 2017
Persistent link: https://www.econbiz.de/10011802007
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Modeling interval trendlines : symbolic singular spectrum analysis for interval time series
Carvalho, Miguel de; Martos, Gabriel - In: Journal of forecasting 41 (2022) 1, pp. 167-180
Persistent link: https://www.econbiz.de/10012796282