![Statistics / Volatility / Stochastic volatility / Hurst exponent / Variance swap / Volatility smile / Implied volatility / Mathematical finance / Finance / Financial economics Statistics / Volatility / Stochastic volatility / Hurst exponent / Variance swap / Volatility smile / Implied volatility / Mathematical finance / Finance / Financial economics](https://www.pdfsearch.io/img/bf43ed5801f983c86e651547e7bb41e8.jpg)
| Document Date: 2015-02-09 00:05:09 Open Document File Size: 48,65 KBShare Result on Facebook
Company Lehman Brothers / Bayer / / Facility Rough Volatility Jim Gatheral Baruch College / / Organization Baruch College / / Person Mathieu Rosenbaum / Thibault Jaisson / Christian Bayer / Peter Friz / / Technology Flash / /
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