Just wondering if there is anyone working in the field of rough volatility?
I know the rough volatility modelling is quite new in the field. Can I get some books recommendation to go through?
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Sign up to join this communityJust wondering if there is anyone working in the field of rough volatility?
I know the rough volatility modelling is quite new in the field. Can I get some books recommendation to go through?
I'm not aware of any books about this topic, but the rough volatility network is a good starting point. There you will find nearly all the relevant papers. https://sites.google.com/site/roughvol/home/risks-1