MoneyScience: News item - A comparison principle between rough and non-rough Heston models—with applications to the volatility surface

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A comparison principle between rough and non-rough Heston models—with applications to the volatility surface

tandf: Quantitative Finance: Table of Contents Thu, 20 Feb 2020 12:01:41 GMT

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Thu, 20 Feb 2020 12:01:41 GMT

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