Login / Signup
Fabian A. Harang
ORCID
Publication Activity (10 Years)
Years Active: 2021-2021
Publications (10 Years): 2
Top Topics
Statistical Model
Stochastic Process
Long Term
Stochastic Model
Top Venues
J. Appl. Probab.
SIAM J. Financial Math.
</>
Publications
</>
Fabian A. Harang
,
Marc Lagunas-Merino
,
Salvador Ortiz-Latorre
Self-exciting multifractional processes.
J. Appl. Probab.
58 (1) (2021)
Christian Bayer
,
Fabian A. Harang
,
Paolo Pigato
Log-Modulated Rough Stochastic Volatility Models.
SIAM J. Financial Math.
12 (3) (2021)