Pettit, P., & Soane, A. (2023). Calibrating the Hurst Parameter for Rough Volatility Models with Application in the South African Market. Department of Finance and Tax.
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Chicago Style (17th ed.) Citation
Pettit, Paul, and Andrew Soane. Calibrating the Hurst Parameter for Rough Volatility Models with Application in the South African Market. Department of Finance and Tax, 2023.
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MLA (9th ed.) Citation
Pettit, Paul, and Andrew Soane. Calibrating the Hurst Parameter for Rough Volatility Models with Application in the South African Market. Department of Finance and Tax, 2023.
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Warning: These citations may not always be 100% accurate.