Fabian Harang

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Log-Modulated Rough Stochastic Volatility Models

Number of pages: 28 Posted: 10 Aug 2020 Last Revised: 18 Jan 2021

Christian Bayer, Fabian Harang and Paolo Pigato

Weierstrass Institute, affiliation not provided to SSRN and University of Rome Tor Vergata - Department of Economics and Finance

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