- Barcelona, Spain
- vidal-llaurado.github.io
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volterra-perron-rough-markets
volterra-perron-rough-markets PublicLatent contagion, risk-neutral compression, and option-manifold pricing in Volterra-Perron rough markets.
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asian-curvature-suppression
asian-curvature-suppression PublicShort maturity asymptotics of Asian implied volatility curvature under rough volatility with Malliavin Monte Carlo validation.
Python
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recursive-discovery
recursive-discovery PublicA compact system for recursive mathematical and empirical scientific discovery.
Python
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compute-market-model
compute-market-model PublicStochastic delivery curves for compute pricing, infrastructure financing and portfolio control.
Python
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