Linking Path-Dependent and Stochastic Volatility Models

By Samuel N. Cohen, Cephas Svosve

Published 2025-10-02

Everscope rating

1565.9

Relevance to quantitative trading

8 / 10

Implementation complexity

5 / 10

Reproducibility

3 / 5

About this paper

Methodology: Assumed Density Filtering (ADF). Problem types: Time Series Forecasting, Risk Management, Density Estimation, Optimization.

arXiv:2510.02024 · Paper rankings

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