vix.ing
·
top
·
new
·
best
·
stats
Jean-François Muzy
From rough to multifractal multidimensional volatility: A multidimensional Log S-fBM model
2026/01/15 by
Othmane Zarhali
,
Emmanuel Bacry
,
Jean-François Muzy
· 1 voice
Economics, Econometrics and Finance
·
#q-fin.ST