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Keller-Ressel, M. et al. (2020). A comparison principle between rough and non-rough Heston models—with applications to the volatility surface. Quantitative finance. 20 (6), pp. 919-933. [Online].
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Keller-Ressel, M. et al. (2020). A comparison principle between rough and non-rough Heston models—with applications to the volatility surface. Quantitative finance. 20 (6), pp. 919-933. [Online].