Log-modulated rough stochastic volatility models
Rough Volatility
New insights about the regularity of the instantaneous variance obtained
from realized variance data (see Gatheral, Jaisson, and Rosenbaum (2018), Bennedsen, Lunde, and Pakkanen (2021, to appear), Fukasawa, Takabatake, and Westphal...
Continue reading: Log-modulated rough stochastic volatility models
http://dlvr.it/SkvvTn
http://dlvr.it/SkvvTn

تعليقات
إرسال تعليق