Publications

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2013
2012
Sylvain Corlay, Joachim Lebovits, and Jacques Lévy Véhel, "Multifractional stochastic volatility models", Mathematical Finance, vol. 24, issue 2, pp. 364-402, 2012. Abstract  Download: Multifractional Stochastic Volatility.pdf (759.01 KB)
2011
2010