The Log S-fBM model: Statistical analysis

By Othmane Zarhali, Emmanuel Bacry, Jean-François Muzy

Published 2026-09-08

Everscope rating

1881.4

Relevance to quantitative trading

8 / 10

Implementation complexity

9 / 10

Reproducibility

3 / 5

About this paper

Methodology: Statistical analysis of the Log S-fBM stochastic volatility model. Problem types: Risk Management, Density Estimation, Hypothesis Testing, Volatility Modeling.

arXiv:2609.09405 · Paper rankings

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