Calibration of Rough Path Regularity Structures in High-Beta Tech Options Volatility: A 2026 Case Study
Fields of Study & Subjects
Stochastic processes and financial applications
Financial Risk and Volatility Modeling
Financial Markets and Investment Strategies
Publication details
- Journal / source
- SSRN Electronic Journal
- Publication date
- 1 January 2026
- Language
- EN
- Document type
- Preprint