Research on Parameter Optimization and Option Pricing Based on Rough Stochastic Volatility Model

LUO Yumin, LIN Zhihan, CHEN Xiaopeng

Acta Mathematicae Applicatae Sinica ›› 2026, Vol. 49 ›› Issue (3) : 501-515.

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Acta Mathematicae Applicatae Sinica ›› 2026, Vol. 49 ›› Issue (3) : 501-515. DOI: 10.20142/j.cnki.amas.202501004

Research on Parameter Optimization and Option Pricing Based on Rough Stochastic Volatility Model

  • LUO Yumin, LIN Zhihan, CHEN Xiaopeng
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{{article.zuoZheEn_L}}. {{article.title_en}}. Acta Mathematicae Applicatae Sinica, 2026, 49(3): 501-515 https://doi.org/10.20142/j.cnki.amas.202501004

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