2 papers
q-fin.MF2025
From constant to rough: A survey of continuous volatility modeling
Giulia Di Nunno, KÄstutis Kubilius, Yuliya Mishura +1
In this paper, we present a comprehensive survey of continuous stochastic volatility models, discussing their historical development and the key stylized facts that have driven the…
math.DS2024
Insights on Stochastic Dynamics for Transmission of Monkeypox: Biological and Probabilistic Behaviour
Ghaus ur Rahman, Olena Tymoshenko, Giulia Di Nunno
The transmission of monkeypox is studied using a stochastic model taking into account the biological aspects, the contact mechanisms and the demographic factors together with the i…