Benjamin Stemper
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Regularity structure for rough volatility | 2025-02-11 | Paper |
| A regularity structure for rough volatility Mathematical Finance | 2021-03-23 | Paper |
| Short-time near-the-money skew in rough fractional volatility models Quantitative Finance | 2019-09-26 | Paper |
Research outcomes over time
This page was built for person: Benjamin Stemper
