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Fabian A. Harang

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2020 – today

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2021
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Fabian A. Harang, Marc Lagunas-Merino, Salvador Ortiz-Latorre:
Self-exciting multifractional processes. J. Appl. Probab. 58(1): 22-41 (2021)
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Christian Bayer, Fabian A. Harang, Paolo Pigato:
Log-Modulated Rough Stochastic Volatility Models. SIAM J. Financial Math. 12(3): 1257-1284 (2021)

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