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Blanka N. Horvath
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Rough Volatility
Market Generator Models and Deep Hedging
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Blanka N. Horvath
Rough Volatility
The Rough Volatility Network
A new generation of stochastic volatility models
is a recent informal article (published in KNect365 Finance) on a related presentation at Global Derivatives in Barcelona, May 2017.
Events and activities in the Rough Volatility Network can be found
here
.
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