Abe Webb

According to our database, Abe Webb authored at least 3 papers between 2024 and 2025.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2025

Adaptive fractal dynamics: a time-varying Hurst approach to volatility modeling in equity markets.

Abe Webb, Siddharth Mahajan, Mateo Sandhu, Rohan Agarwal, Arjun Velan

Frontiers Appl. Math. Stat., 2025

Correction: Adaptive fractal dynamics: a time-varying Hurst approach to volatility modeling in equity markets.

Abe Webb, Siddharth Mahajan, Mateo Sandhu, Rohan Agarwal, Arjun Velan

Frontiers Appl. Math. Stat., 2025

2024

Applications of fractional stochastic volatility models to market microstructure theory and optimal execution strategies.

Abe Webb

Frontiers Appl. Math. Stat., 2024