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Rough Volatility modeling on Rough Volatility terminal-marginal results

0.0223Mean RMSE

MNO

0.0222280.0227140.02320.023686May 15, 2026
Updated 16d ago

Evaluation Results

MethodLinks
2026.05
0.02230.01280.0249
2026.05
0.02250.01290.0251
2026.05
0.02260.01330.0254
2026.05
0.02290.01370.0258
2026.05
0.0230.01440.0257
2026.05
0.02330.0920.0653
2026.05
0.02340.0930.0655
2026.05
0.02340.09340.0665
2026.05
0.02340.09240.0663
2026.05
0.02360.09440.066
2026.05
0.02360.09490.0669
2026.05
0.02390.09630.0666
2026.05
0.02390.09670.0674
2026.05
0.0240.0990.0668
2026.05
0.02410.09940.0675