Saad Mouti

Université Paris VI Pierre et Marie Curie

175 Rue du Chevaleret

Paris, 75013

France

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Rough Volatility: Evidence from Option Prices

Number of pages: 18 Posted: 10 Feb 2017

Giulia Livieri, Saad Mouti, Andrea Pallavicini and Mathieu Rosenbaum

Scuola Normale Superiore, Université Paris VI Pierre et Marie Curie, Intesa Sanpaolo and Ecole Polytechnique, Palaiseau

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