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arxiv: 2605.03703 · 2 revisions

Scaling Limits of Bivariate Nearly-Unstable Hawkes Processes and Applications to Rough Volatility

1. 2026-05-08 UNVERDICTED LOW v0.9.0 novelty 7.0
   69880 ms 5524 in 1415 out 2026-05-08T18:35:37.445222+00:00
2. 2026-05-07 UNVERDICTED LOW v0.9.0 novelty 8.0
   63524 ms 5524 in 1277 out 2026-05-07T14:17:20.069162+00:00