THE ZULF STOCHASTIC VOLATILITY MODEL VERSUS OPTIONS MARKET MAKERS: FIRST GLIMPSE OF UNIVERSALITY

zulfikar.ahmed@gmail.com <zulfikar.ahmed@gmail.com> 5:09 AM (2 hours ago) to harrington, jharris, jhp, jhricko_4, jianjunp, jinha, jjbrehm, jlind, jlondon, jlw, jmateo, jmerseth, jmetcalf, jmg, jmogel, joel, joelms, john.aldrich, john.beatty, johncrawford53, jose.oliveira, josesoto, josue, jpadgett, jpbalz   ​Ladie​s and Gentlemen, I was introduced to the issue of long memory at Gresham Investment Management where Benoit Mandelbrot had advised … More THE ZULF STOCHASTIC VOLATILITY MODEL VERSUS OPTIONS MARKET MAKERS: FIRST GLIMPSE OF UNIVERSALITY

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