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Mathematical Finance

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Mathematical Finance

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Research Frontiers in Rough Volatility and Fractional Brownian Motion

Analysis of rough path theory and Hurst parameter estimation for capturing long-memory effects in financial volatility.

Rough Path Theory in High-Frequency Trading Microstructure
Fractional Brownian Motion and Long-Memory Asset Pricing
Roughness Scaling in Stochastic Volatility Calibration
Non-Semimartingale Models for Market Efficiency Testing
Hurst Exponent Dynamics Across Asset Classes
Rough Volatility Feedback Loops in Systemic Risk
Memory Effects in Derivative Pricing Under Fractional Dynamics
Rough Volatility Signatures in Machine Learning Detection
Self-Similar Processes and Portfolio Optimization Frontiers
Fractional Diffusions in Path-Dependent Option Valuation

All Mathematical Finance PhD categories