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Does the Rough Heston outperform Affine Jump Diffusion (AJD) models?
Author(s)
Huseynli, Farhad
Type
Dissertation
Version
Imperial Users only
Date Issued
2024
Date Awarded
2024
URI
Creator
Huseynli, Farhad
Description Note
Distinction
Publisher Department
Business School
Publisher Institution
Imperial College London
Qualification Level
Masters
Qualification Name
MSc
Course Name
Finance