THE FRACTIONAL VOLATILITY MODEL AND ROUGH VOLATILITY (Q6095480)
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scientific article; zbMATH DE number 7735468
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | THE FRACTIONAL VOLATILITY MODEL AND ROUGH VOLATILITY |
scientific article; zbMATH DE number 7735468 |
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THE FRACTIONAL VOLATILITY MODEL AND ROUGH VOLATILITY (English)
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8 September 2023
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stochastic volatility
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fractional noise
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rough volatility
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0.8237195611000061
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0.8175937533378601
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0.8173544406890869
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0.8074653744697571
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0.8066650629043579
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