Work

Volatility Models in Practice: Rough, Path‐Dependent, or Markovian?

Year: 2025

Type: article

Source: Mathematical Finance

DOI: 10.1111/mafi.12463

Authors: Eduardo Abi Jaber, Shaun (Xiaoyuan) Li

Institutions: École Polytechnique, Centre de Mathématiques Appliquées de l'École polytechnique, AXA (France), Université Paris 1 Panthéon-Sorbonne

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4410114808

FWCI: 7.512

Cites: 29

Cited by: 8

Related to: 10