Pages that link to "Item:Q1718521"
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The following pages link to Efficiently implementing the maximum likelihood estimator for Hurst exponent (Q1718521):
Displaying 4 items.
- Calibrating rough volatility models: a convolutional neural network approach (Q4991028) (← links)
- Rough volatility and CGMY jumps with a finite history and the Rough Heston model – small-time asymptotics in the regime (Q5014187) (← links)
- AN EFFICIENT MAXIMUM LIKELIHOOD ESTIMATOR FOR TWO-DIMENSIONAL FRACTIONAL BROWNIAN MOTION (Q5024753) (← links)
- Optimal trade execution for Gaussian signals with power-law resilience (Q5072915) (← links)
