The paper Path-dependent Fractional Volterra Equations and the Microstructure of Rough Volatility Models driven by Poisson Random Measures by U. Horst, W. Xu, and R. Zhang has been accepted for publication inFinance & Stochastics.
The paper Path-dependent Fractional Volterra Equations and the Microstructure of Rough Volatility Models driven by Poisson Random Measures by U. Horst, W. Xu, and R. Zhang has been accepted for publication inFinance & Stochastics.