Pages that link to "Item:Q2170609"
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The following pages link to From rough to multifractal volatility: the log S-fBm model (Q2170609):
Displaying 4 items.
- Rough volatility via the Lamperti transform (Q6059021) (← links)
- Minimal model of diffusion with time changing Hurst exponent (Q6137656) (← links)
- On the universality of the volatility formation process: when machine learning and rough volatility agree (Q6549691) (← links)
- Path shadowing Monte Carlo (Q6657695) (← links)
