Daniele Angelini

Nonlinear Biases in the Roughness of a Fractional Stochastic Regularity Model

S. Bianchi, Daniele Angelini, 2023, Social Science Research Network.

Rough volatility via the Lamperti transform

S. Bianchi, A. Pianese, Massimiliano Frezza, 2023, Communications in Nonlinear Science and Numerical Simulation.