Rough Volatility & Fractional Models with Python

Rough Volatility & Fractional Models with Python: From fBM to the Hurst-Driven Trading Edge: Modeling Volatility Roughness, Extracting Fractional Signals, and Building Systematic Trading Systems

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Paperback Published on: 05/12/2025
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Publisher information

  • Publisher: Independently Published
  • ISBN: 9798277619650
  • Number of pages: 562
  • Dimensions: 229 x 152 x 29 mm
  • Weight: 744g
  • Languages: English

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