Chloe Lacombe
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Person:2037762
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 |
|---|---|---|
| A theoretical analysis of Guyon's toy volatility model SIAM Journal on Financial Mathematics | 2025-05-14 | Paper |
| Asymptotics for volatility derivatives in multi-factor rough volatility models Mathematics and Financial Economics | 2021-07-08 | Paper |
| Asymptotic behaviour of randomised fractional volatility models Journal of Applied Probability | 2019-07-31 | Paper |
Research outcomes over time
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