Rough Volatility & Fractional Models with Python: From fBM to the Hurst Driven Trading Edge: Modeling Roughness, Extracting Signals, and Building Systematic Systems

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Rough Volatility & Fractional Models with Python: From fBM to the Hurst Driven Trading Edge: Modeling Roughness, Extracting Signals, and Building Systematic Systems

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Rough Volatility & Fractional Models with Python: From fBM to the Hurst Driven Trading Edge: Modeling Roughness, Extracting Signals, and Building Systematic Systems

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  • 9798277619650

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