Crypto Inverse-Power Options and Fractional Stochastic Volatility

By Boyi Li, Weixuan Xia

Published 2024-03-24

Everscope rating

1576.8

Relevance to quantitative trading

9 / 10

Implementation complexity

8 / 10

Reproducibility

4 / 5

About this paper

Methodology: Fractional Stochastic Volatility Model. Problem types: Options Pricing, Time Series Forecasting.

arXiv:2403.16006 · Paper rankings

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