"On the universality of the volatility formation process: when machine ..."

Mathieu Rosenbaum, Jianfei Zhang (2022)

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DOI: 10.48550/ARXIV.2206.14114

access: open

type: Informal or Other Publication

metadata version: 2022-07-05

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  - journals/corr/abs-2206-14114
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  - https://dblp.org/rec/journals/corr/abs-2206-14114
Mathieu Rosenbaum, Jianfei Zhang:
On the universality of the volatility formation process: when machine learning and rough volatility agree. CoRR abs/2206.14114 (2022)

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