Log-Modulated Rough Stochastic Volatility Models.

Christian Bayer Fabian A. Harang Paolo Pigato

Published in: SIAM J. Financial Math. (2021)

Keyphrases

experimental data
classification models
stochastic models
neural network
information retrieval
case study
prior knowledge
long term
hidden markov models
probabilistic model
rough sets
statistical model
statistical models
stochastic model
stochastic process