Rough Volatility Modeling on Rough Vol H = 0.1
0.0257W2MNO
Evaluation results
| Method | Links | ||
|---|---|---|---|
| MNOHurst Parameter (H)=0.12026.05 | 0.0257 | 2.6 | |
| Neural SDEHurst Parameter (H)=0.12026.05 | 0.0668 | — |
| Method | Links | ||
|---|---|---|---|
| MNOHurst Parameter (H)=0.12026.05 | 0.0257 | 2.6 | |
| Neural SDEHurst Parameter (H)=0.12026.05 | 0.0668 | — |