Skip to main content

1 article related to "Volatility Clustering"

No matches to your query could be found. Try another search term.
No matches to your query could be found. Try another search term.
No matches to your query could be found. Try another search term.
No matches to your query could be found. Try another search term.
No matches to your query could be found. Try another search term.

Articles

Review

Published on 26 Sep 2024

Applications of fractional stochastic volatility models to market microstructure theory and optimal execution strategies

in Mathematical Finance

Abe Webb

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2024.1456746

3,770 views
1 citation