https://cognaptus.com/tags/options/ Recent content in Options on Cognaptus Hugo -- 0.145.0 en-us Sun, 03 Aug 2025 00:00:00 +0000 https://cognaptus.com/blog/2025-08-03-signed-sealed-delivered-a-rough-path-to-better-volatility-models/ Sun, 03 Aug 2025 00:00:00 +0000 https://cognaptus.com/blog/2025-08-03-signed-sealed-delivered-a-rough-path-to-better-volatility-models/ A comparison of analytical volatility calibration and signature-based rough-path models, showing where speed, structure, flexibility, and model risk actually trade off.