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Luu H. Duc
Publication Activity (10 Years)
Years Active: 2023-2023
Publications (10 Years): 1
Top Topics
Garch Model
Information Technology
Rough Sets
Top Venues
SIAM J. Financial Math.
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Publications
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Luu H. Duc
,
Jürgen Jost
How Rough Path Lifts Affect Expected Return and Volatility: A Rough Model under Transaction Cost.
SIAM J. Financial Math.
14 (3) (2023)