Statistics
Publications
1
Citations
94
H-Index
1
Active since
2018
Affiliations
Scuola Normale Superiore(Current)
Saad Mouti is an author at Scuola Normale Superiore specializing in high-frequency implied volatility, volatility analysis, and historical price data analysis.
Publications per year
2018–2018
1
1
Rough volatility: Evidence from option prices
Giulia Livieri, Saad Mouti, Andrea Pallavicini et al. · IISE Transactions · 2018 · 94 citations · Full text
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