Fabian A. Harang

Orcid: 0000-0002-3927-7512

According to our database1, Fabian A. Harang authored at least 2 papers in 2021.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

On csauthors.net:

Bibliography

2021
Log-Modulated Rough Stochastic Volatility Models.
SIAM J. Financial Math., 2021

Self-exciting multifractional processes.
J. Appl. Probab., 2021


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