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Rough volatility: fact or artefact? - MaRDI portal

Rough volatility: fact or artefact? (Q6394732)

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scientific article; zbMATH DE number 7839706
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English
Rough volatility: fact or artefact?
scientific article; zbMATH DE number 7839706

    Statements

    publication date
    24 March 2022
    0 references
    arXiv classification
    q-fin.ST
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    math.PR
    0 references
    math.ST
    0 references
    stat.TH
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    author
    Rama Cont
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    Purba Das
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    Identifiers

    arXiv ID
    2203.13820
    0 references
    zbMATH DE Number
    7839706
    0 references
     
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