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Volatility is rough
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Volatility is rough7 visible / 7 total nodes / 8 links

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AuthorshipAuthorshipAuthorshipTopic signalTopic signalTopic signalRelated contextRelated contextVolatility is roughWVolatility is roughpreprint / 2014Jim GatheralAJim GatheralResearcherThibault JaissonAThibault JaissonResearcherMathieu RosenbaumAMathieu RosenbaumResearcherq-fin.STTq-fin.ST472 worksq-fin.MFTq-fin.MF514 worksq-fin.TRTq-fin.TR247 works
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Volatility is rough

preprint / 2014

PersonJim GatheralAuthorship / ResearcherPersonThibault JaissonAuthorship / ResearcherPersonMathieu RosenbaumAuthorship / ResearcherTopicq-fin.STTopic signal / 472 worksTopicq-fin.MFTopic signal / 514 worksTopicq-fin.TRTopic signal / 247 works

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