Rough volatility dynamics in commodity markets

Fuente: arXiv

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Bibliographic Details
Main Authors:	Daluiso, Roberto, Folgar-Cameán, Héctor, Pallavicini, Andrea, Vázquez, Carlos
Format:	Preprint
Published:	2026
Subjects:	Pricing of Securities Computational Finance 65C05, 91G20, 91G60
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2603.26514