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Rough Volatility modeling research benchmarks · SOTA2 Research

Rough Volatility modeling

Benchmarks

Dataset NameSOTA MethodSort

Dataset NameSOTA methodMetricTrendResultsLast Updated

Rough Volatility terminal-marginal results

0.022Mean RMSE

15

May 18, 2026

Rough Vol H = 0.1

0.026W2

2

May 18, 2026

Popular datasets

Rough Volatility Rough Vol

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