A survey of rough volatility (Q6889641)
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scientific article; zbMATH DE number 8131633
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A survey of rough volatility |
scientific article; zbMATH DE number 8131633 |
Statements
A survey of rough volatility (English)
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4 December 2025
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historical volatility
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implied volatility
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market microstructure
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high-frequency trading
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derivative pricing
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risk management
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market forecast
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