Alfeus M.; Nikitopoulos C.S.; Overbeck L., Implied roughness in the term structure of oil market volatility, Quantitative Finance 24 (3-4), pp. 347.
https://p22.juizi.com/nithecs/research/publications/publication-search/alfeus-m-nikitopoulos-cs-overbeck-l-implied-roughness-in-the-term-structure-of-oil-market-volatility-quantitative-finance-24-3-4-pp-347
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Alfeus M.; Nikitopoulos C.S.; Overbeck L., Implied roughness in the term structure of oil market volatility, Quantitative Finance 24 (3-4), pp. 347.
