Latent State and Parameter Estimation of Stochastic Volatility/Jump Models via Particle Filtering by Soane, Andrew

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A review of current Rough Volatility Methods by Beelders, Noah

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Enlargement of Filtration, Backward Stochastic Differential Equations and Optimal Stopping Problems by Soane, Andrew

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Calibrating the Hurst Parameter for Rough Volatility Models with Application in the South African Market by Pettit, Paul

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