Rough volatility

[yukigiusy]

Hello everyone, I'm new here!
I would like to ask you what do you think about rough volatility and the connection on the pricing of the options.
I just want to talk a bit!

Thank u!

 

[Daniel Duffy]

Blogs - MSc Theses on Machine Learning and Computational Finance 2020 :: Datasim

MSc Thesis “The Performance of Artificial Neural Networks on Rough Heston Model” By Chun Kiat Ong, University of Birmingham U.K. 2020 Supervisor: Dr. Daniel J...

www.datasim.nl

See the work of Dr. Jim Gatheral as well.