Quant Letter: May 2025, Week-1

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May 07, 2025

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SSR under Quadratic Rough Heston: The research uses the finite difference method to calculate the skew-stickiness ratio under quadratic rough Heston, demonstrating its effectiveness. (2025-05-02, shares: 3.0)

Short-Term Rental Price Forecasting: The study introduces a forecasting model for short-term rental prices using …

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