On the rate of convergence of estimating the Hurst parameter of rough stochastic volatility models

Fuente: arXiv

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Bibliographic Details
Main Authors:	Han, Xiyue, Schied, Alexander
Format:	Preprint
Published:	2025
Subjects:	Statistical Finance Probability Statistics Theory Mathematical Finance 62P05, 60F15, 60G22, 91G70
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2504.09276