Published June 2, 2026 | Version v1

Identifying Rough Volterra Illiquidity from Fund Discounts

Authors/Creators

  • 1. Regent Financial

Description

We study a general-equilibrium model in which the market liquidity of an illiquid claim follows a rough (fractional) Volterra process with a self-exciting jump component, and the only observable is the price–NAV discount of a listed fund.

Files

AOF_replication.zip

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