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Hedging under rough volatility

Publication: Hedging under rough volatility. Published May 10, 2021.

Research & Papers
arxiv.orgPublished May 10, 2021
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Overview

Publication: Hedging under rough volatility. Published May 10, 2021.

Publication information

Publication title
Hedging under rough volatility
Authors
Masaaki Fukasawa, Blanka Horvath, Peter Tankov
Published
May 10, 2021
Last publication revision
May 10, 2021
Subject areas
q-fin.MF
Publication source
arxiv.org · abs/2105.04073v1 ↗

Source: arXiv API · observed Oct 11, 2026.

Source links & provenance

https://arxiv.org/abs/2105.04073 ↗

Discovery references

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Screenshot unavailableResource information and source links remain available. DeepIntoStreams/TSFM_Finance — reviewed source website screenshot
RepositoryChecked capture

DeepIntoStreams/TSFM_Finance

github.com

the official implementation of the paper “Re(visiting) Time Series Foundation Models in Finance”.

GitHub stars
31
Language
Jupyter Notebook
Code license
Apache-2.0
foundation-modeltime-seriesresearch-lab
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