Christoph Gerstenecker
From MaRDI portal
Person:2183113
Available identifiers
zbMath Open gerstenecker.christophMaRDI QIDQ2183113
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 | 2021-11-03 | Paper |
| Large deviations related to the law of the iterated logarithm for Itô diffusions | 2020-05-26 | Paper |
| Moment explosions in the rough Heston model | 2020-01-31 | Paper |
Research outcomes over time
This page was built for person: Christoph Gerstenecker
