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Market calibration under a long memory stochastic volatility model

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Generalized BN-S stochastic volatility model for option pricing

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Long memory and volatility behaviour in Paris option market

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CDS pricing with long memory via fractional Lévy processes

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Quantitative methods for economics and finance

Trinidad Segovia, Juan Evangelista (ed.); … - 2021

This book is a collection of papers for the Special Issue "Quantitative Methods for Economics and Finance" of the journal Mathematics. This Special Issue reflects on the latest developments in different fields of economics and finance where mathematics plays a significant role. The book gathers...