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Quantitative Finance Volume 24, 2024 - Issue 2
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Research Letters

A generalization of the rational rough Heston approximationOpen DataOpen Materials

Jim GatheralBaruch College, CUNY, New York, USACorrespondence[email protected]
[email protected]
&
Radoš RadoičićBaruch College, CUNY, New York, USA
Pages 329-335 | Received 18 Dec 2023, Accepted 28 Dec 2023, Published online: 22 Jan 2024

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