Fangwei Shi

Identifiers

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Papers (2)

1. The randomised Heston model q-fin.PR · 2016 · author #2
2. Asymptotic behaviour of the fractional Heston model q-fin.MF · 2014 · author #4

Mentions

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Frequent Coauthors

• Antoine Jacquier 2 shared papers
• Hamza Guennoun 1 shared papers
• Patrick Roome 1 shared papers