SSR under Quadratic Rough Heston
The research uses the finite difference method to calculate the skew-stickiness ratio under quadratic rough Heston, demonstrating its effectiveness.
Featured in No. 96 on 7 May 2025 · 5 days after release
- Released
- 2 May 2025
- First featured
- No. 96 · 7 May 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 5239929
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