Sentiment-driven mean reversion in the 4/2 stochastic volatility model with jumps. Cretarola, A., FIGA' TALAMANCA, G., & Patacca, M. APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, 2023. doi bibtex @article{
11391_1546894,
author = {Cretarola, Alessandra and FIGA' TALAMANCA, Gianna and Patacca, Marco},
title = {Sentiment-driven mean reversion in the 4/2 stochastic volatility model with jumps},
year = {2023},
journal = {APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY},
doi = {10.1002/asmb.2763}
}
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