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Rough volatility: fact or artefact?
24 March 2022
R. Cont
Purba Das
Re-assign community
ArXiv (abs)
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Papers citing
"Rough volatility: fact or artefact?"
1 / 1 papers shown
Title
Signature-based validation of real-world economic scenarios
Hervé Andrès
Alexandre Boumezoued
B. Jourdain
160
6
0
02 Aug 2022
1
