News
From arXiv
Wilmott picks the most interesting new submissions from the arXiv qfin list so you don’t have to […]
Rough Volatility
News
From arXiv
Wilmott picks interesting new submissions from the arXiv qfin list so you don’t have to […]
Articles
Strange News From the Volatility Surface
“It was a rather exciting year,” Dr. Timothy Klassen, CEO of Vola Dynamics LLC, says with some understatement, as he reflects on 2020. Vola’s analytics library, which produces easy-to-use, tradeable, and real-time volatility surfaces, proved […]