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Christian Bayer 0001

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

◀ ▶ joint publications with Fabian A. Harang

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Publications

2021
[j5]
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Christian Bayer, Fabian A. Harang, Paolo Pigato:
Log-Modulated Rough Stochastic Volatility Models. SIAM J. Financial Math. 12(3): 1257-1284 (2021)

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