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A singular stochastic differential equation driven by fractional Brownian motion

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2019Optimal strong convergence rate of a backward Euler type scheme for the Cox–Ingersoll–Ross model driven by fractional Brownian motion37 cited
2017Mixed fractional Heston model and the pricing of American options36 cited
2020Stochastic differential equations driven by fractional Brownian motion with locally Lipschitz drift and their implicit Euler approximation

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25 cited