Henry Stone
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Person:2037764
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 |
|---|---|---|
| Corrigendum to: ``Pathwise large deviations for the rough Bergomi model Journal of Applied Probability | 2021-09-24 | Paper |
| Asymptotics for volatility derivatives in multi-factor rough volatility models Mathematics and Financial Economics | 2021-07-08 | Paper |
| Calibrating rough volatility models: a convolutional neural network approach Quantitative Finance | 2021-06-02 | Paper |
| Pathwise large deviations for the rough Bergomi model Journal of Applied Probability | 2019-01-17 | Paper |
| Pathwise large deviations for the rough Bergomi model Journal of Applied Probability | 2019-01-17 | Paper |
Research outcomes over time
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