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K. Kubilius

1 paper hereh-index 230 citations5 works total

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author position
  • middle author1

Across the 1 of 1 paper where every author was matched, so the position is known.

fields
  • q-fin.MF1

identity via Semantic Scholar / OpenAlex

collaborators

1 paper

q-fin.MF2025

From constant to rough: A survey of continuous volatility modeling

Giulia Di Nunno, Kęstutis 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…

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