Volatility models in practice: Rough, Path-dependent or Markovian?

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Bibliographic Details
Main Authors:	Jaber, Eduardo Abi, Shaun, Li
Format:	Preprint
Published:	2024
Subjects:	Mathematical Finance Computational Finance Pricing of Securities
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2401.03345