Bayer, Christian; Hager, Paul P.; Riedel, Sebastian; Schoenmakers, John Optimal stopping with signatures. (English) Zbl 07692260 Ann. Appl. Probab. 33, No. 1, 238-273 (2023). MSC: 60L10 60L20 60G40 91G60 PDFBibTeX XMLCite \textit{C. Bayer} et al., Ann. Appl. Probab. 33, No. 1, 238--273 (2023; Zbl 07692260) Full Text: DOI arXiv
Wu, Peng; Muzy, Jean-François; Bacry, Emmanuel From rough to multifractal volatility: the log S-fBm model. (English) Zbl 07582106 Physica A 604, Article ID 127919, 26 p. (2022). MSC: 82-XX PDFBibTeX XMLCite \textit{P. Wu} et al., Physica A 604, Article ID 127919, 26 p. (2022; Zbl 07582106) Full Text: DOI arXiv