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
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