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2. The rough Hawkes Heston stochastic volatility model. (2024). Pulido, Sergio ; Bondi, Alessandro ; Scotti, Simone.
   In: Post-Print.
   RePEc:hal:journl:hal-03827332.

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3. Virtual influencers and pro-environmental causes: The roles of message warmth and trust in experts. (2024). Shah, Zahra ; Olya, Hossein ; Li, Huaiyu.
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4. Assessing fluctuations of long-memory environmental variables based on the robustified dynamic Orlicz risk. (2024). Yoshioka, Yumi.
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5. State spaces of multifactor approximations of nonnegative Volterra processes. (2024). Jaber, Eduardo Abi ; Bayer, Christian ; Breneis, Simon.
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6. Decoupling in international business: Evidence, drivers, impact, and implications for IB research. (2023). Gaur, Ajai ; Li, Peter Ping ; Lewin, Arie Y ; Witt, Michael A.
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7. The rough Hawkes Heston stochastic volatility model. (2022). Scotti, Simone ; Pulido, Sergio ; Bondi, Alessandro.
   In: Working Papers.
   RePEc:hal:wpaper:hal-03827332.

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8. For whom did telework not work during the Pandemic? understanding the factors impacting telework satisfaction in the US using a multiple indicator multiple cause (MIMIC) model. (2022). Tahlyan, Divyakant ; Shaheen, Susan ; Walker, Joan ; Stathopoulos, Amanda ; Mahmassani, Hani ; Said, Maher.
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9. Sustainable design of Cornell University campus energy systems toward climate neutrality and 100% renewables. (2022). You, Fengqi ; Morris, Brianna ; Zhou, Yilun ; Tian, Xueyu.
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10. Functional Expansions. (2022). Tissot-Daguette, Valentin ; Dupire, Bruno.
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11. The rough Hawkes Heston stochastic volatility model. (2022). Scotti, Simone ; Pulido, Sergio ; Bondi, Alessandro.
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12. The Relationships among Authentic Leadership, Social Exchange Relationships, and Trust in Organizations during COVID-19 Pandemic. (2022). Sriphon, Thitima ; James, .
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1. Portfolio selection with exploration of new investment assets. (2023). Strub, Moris S ; Sornette, Didier ; de Gennaro, Luca.
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2. American options in the Volterra Heston model. (2022). Zuiga, Elizabeth ; Pulido, Sergio ; Chevalier, Etienne.
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3. Volterra square-root process: Stationarity and regularity of the law. (2022). Friesen, Martin ; Jin, Peng.
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4. Delta family approach for the stochastic control problems of utility maximization. (2022). Ma, Jingtang ; Cui, Zhenyu ; Lu, Zhengyang.
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5. American options in the Volterra Heston model. (2021). Zuiga, Elizabeth ; Pulido, Sergio ; Chevalier, Etienne.
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6. Markovian approximation of the rough Bergomi model for Monte Carlo option pricing. (2021). Langrene, Nicolas ; Chen, Wen ; Loeper, Gregoire ; Zhu, Qinwen.
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7. Dynamic Optimal Mean-Variance Portfolio Selection with a 3/2 Stochastic Volatility. (2021). Zhang, Yumo.
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8. Time-consistent longevity hedging with long-range dependence. (2021). Wong, Hoi Ying ; Wang, Ling.
   In: Insurance: Mathematics and Economics.
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9. Merton’s portfolio problem under Volterra Heston model. (2021). Wong, Hoi Ying ; Han, Bingyan.
   In: Finance Research Letters.
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10. Time-consistent mean-variance reinsurance-investment problem with long-range dependent mortality rate. (2021). Wong, Hoi Ying ; Chiu, Mei Choi ; Wang, Ling.
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11. Semimartingale and continuous-time Markov chain approximation for rough stochastic local volatility models. (2021). Cui, Zhenyu ; Yang, Wensheng ; Ma, Jingtang.
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12. American options in the Volterra Heston model. (2021). , Elizabeth ; Pulido, Sergio ; Chevalier, Etienne.
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14. Portfolio optimisation under rough Heston models. (2019). Duthie, Benjamin James.
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15. Time-consistent feedback strategies with Volterra processes. (2019). Wong, Hoi Ying ; Han, Bingyan.
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16. Mertons portfolio problem with power utility under Volterra Heston model. (2019). Wong, Hoi Ying ; Han, Bingyan.
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