Henry Stone

Available identifiers

zbMath Open stone.henry.1MaRDI QIDQ2037764

List of research outcomes

Publication	Date of Publication	Type
Corrigendum to: ``Pathwise large deviations for the rough Bergomi model	2021-09-24	Paper
Asymptotics for volatility derivatives in multi-factor rough volatility models	2021-07-08	Paper
Calibrating rough volatility models: a convolutional neural network approach	2021-06-02	Paper
Pathwise large deviations for the rough Bergomi model	2019-01-17	Paper

Research outcomes over time

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