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- W2963695416 abstract "Fractional stochastic volatility models have been widely used to capture the non-Markovian structure revealed from financial time series of realized volatility. On the other hand, empirical studies..." @default.
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- W2963695416 date "2018-07-04" @default.
- W2963695416 modified "2023-09-24" @default.
- W2963695416 title "Portfolio Optimization under Fast Mean-Reverting and Rough Fractional Stochastic Environment" @default.
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- W2963695416 doi "https://doi.org/10.1080/1350486x.2019.1584532" @default.
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