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 is now available for download.
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 is now available for download.