Rafael de Santiago

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Papers (1)

1. Volatility Modeling with Rough Paths: A Signature-Based Alternative to Classical Expansions q-fin.MF · 2025 · author #3

Mentions

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Frequent Coauthors

• Elisa Al\`os 1 shared papers
• Josep Vives 1 shared papers
• \`Oscar Bur\'es 1 shared papers