Rough Volatility Across Assets

By Saad Moutia

Published 2026-08-17

Everscope rating

1466.5

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

3 / 5

About this paper

Methodology: Hurst Parameter Estimation via Second-Moment Regression and ATM Skew. Problem types: Regression, Risk Management, Density Estimation.

arXiv:2608.16749 · Paper rankings

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