Cite
HARVARD Citation
Bayer, C. et al. (2019). Short-time near-the-money skew in rough fractional volatility models. Quantitative finance. 19 (5), pp. 779-798. [Online].
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Bayer, C. et al. (2019). Short-time near-the-money skew in rough fractional volatility models. Quantitative finance. 19 (5), pp. 779-798. [Online].