Robust Faber--Schauder approximation based on discrete observations of an antiderivative
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- Rama Cont & Purba Das, 2022. "Rough volatility: fact or artefact?," Papers 2203.13820, arXiv.org, revised Jul 2023.
- Jim Gatheral & Thibault Jaisson & Mathieu Rosenbaum, 2018. "Volatility is rough," Quantitative Finance, Taylor & Francis Journals, vol. 18(6), pages 933-949, June.
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