Christoph Gerstenecker
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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 |
|---|---|---|
| Large deviations for fractional volatility models with non-Gaussian volatility driver Stochastic Processes and their Applications | 2021-11-03 | Paper |
| Large deviations related to the law of the iterated logarithm for Itô diffusions Electronic Communications in Probability | 2020-05-26 | Paper |
| Large deviations related to the law of the iterated logarithm for Itô diffusions Electronic Communications in Probability | 2020-05-26 | Paper |
| Moment explosions in the rough Heston model Decisions in Economics and Finance | 2020-01-31 | Paper |
Research outcomes over time
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