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Sponsored AI Networking Cookbook: Practical recipes for AI-assisted network automation and development AI Networking Cookbook: Practical recipes for AI-assisted network automation and development

Author

E. Pindza

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Open access Aug 2026

A Fractional-Rough Liquidity Model for Bitcoin Options: Implied-Volatility Asymptotics and Market Evidence

Bitcoin option prices reflect terminal variance and the cost of managing convex exposure in a market with changing depth and execution quality. This paper asks whether a liquidity state can be separated from fractional rough volatility in Bitcoin option valuation. The contribution is a modelling combination: standard s...

E. Pindza, H. Mashele · 0 citations

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