Chong, C., Hoffmann, M., Liu, Y., Rosenbaum, M., & Szymanski, G. (2022). Statistical inference for rough volatility: Minimax Theory.
Chicago Style (17th ed.) CitationChong, Carsten, Marc Hoffmann, Yanghui Liu, Mathieu Rosenbaum, and Grégoire Szymanski. Statistical Inference for Rough Volatility: Minimax Theory. 2022.
MLA (9th ed.) CitationChong, Carsten, et al. Statistical Inference for Rough Volatility: Minimax Theory. 2022.
Warning: These citations may not always be 100% accurate.