On Inhomogeneous Affine Volterra Processes: Stationarity and Applications to the Volterra Heston Model

By Emmanuel Gnabeyeu, Gilles Pagès, Mathieu Rosenbaum

Published 2025-11-01

Everscope rating

1790.1

Relevance to quantitative trading

8 / 10

Implementation complexity

9 / 10

Reproducibility

3 / 5

About this paper

Methodology: Measure-Extended Affine Transformation Formula and Fake Stationarity Framework. Problem types: Stochastic Modeling, Option Pricing, Volatility Fitting, Risk Management, Density Estimation, Time Series Analysis.

arXiv:2512.09590 · Paper rankings

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