Patrick Noble

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The Quadratic Rough Heston+ Model for Short-Dated Options

Number of pages: 14 Posted: 26 Jan 2026 Last Revised: 13 Jul 2026

Florian Bourgey, Patrick Noble, Ingi Petursson, Mathieu Rosenbaum and Grégoire Szymanski

Bloomberg LP, affiliation not provided to SSRN, affiliation not provided to SSRN, Université PSL and University of Luxembourg

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