Das, Purba
- Rough volatility: fact or artefact?
2022/03/24 by Rama Cont, Purba Das, Cont, Rama +1 · 4 citations
Economics, Econometrics and Finance · #Market Dynamics and Volatility
- Quadratic variation along refining partitions: Constructions and Examples
2021/09/26 by Cont, Rama, Das, Purba · 1 citation
#Classical Analysis and ODEs (math.CA) #FOS: Mathematics #Probability (math.PR)
- Level crossings of fractional Brownian motion
2023/08/16 by Das, Purba, Łochowski, Rafał, Matsuda, Toyomu +1 · 1 citation
#60G22 #60J55 #FOS: Mathematics #Probability (math.PR)