Self-exciting multifractional processes. - Fabian A. Harang; Marc Lagunas-Merino; Salvador Ortiz-Latorre (J. Appl. Probab., 2021)

Log-Modulated Rough Stochastic Volatility Models. - Christian Bayer 001; Fabian A. Harang; Paolo Pigato (SIAM J. Financial Math., 2021)