Applications of fractional stochastic volatility models to market microstructure theory and optimal execution strategies. - Abe Webb (Frontiers Appl. Math. Stat., 2024)

Correction: Adaptive fractal dynamics: a time-varying Hurst approach to volatility modeling in equity markets. - Abe Webb; Siddharth Mahajan; Mateo Sandhu; Rohan Agarwal; Arjun Velan (Frontiers Appl. Math. Stat., 2025)

Adaptive fractal dynamics: a time-varying Hurst approach to volatility modeling in equity markets. - Abe Webb; Siddharth Mahajan; Mateo Sandhu; Rohan Agarwal; Arjun Velan (Frontiers Appl. Math. Stat., 2025)