Browsing by Author Chuckran, Matthew
Showing results 1 to 1 of 1
| Issue Date | Title | Author(s) |
|---|---|---|
| 13-Jun-2017 | Simulating the Hurst Parameter Dynamics of Fractional Stochastic Volatility Models | Chuckran, Matthew |
| Issue Date | Title | Author(s) |
|---|---|---|
| 13-Jun-2017 | Simulating the Hurst Parameter Dynamics of Fractional Stochastic Volatility Models | Chuckran, Matthew |