Mehdi Tomas

From MaRDI portal
Person:5014166

Available identifiers

zbMath Open tomas.mehdiMaRDI QIDQ5014166

List of research outcomes





PublicationDate of PublicationType
A characterisation of cross-impact kernels2023-06-26Paper
How to build a cross-impact model from first principles: theoretical requirements and empirical results2022-05-27Paper
From microscopic price dynamics to multidimensional rough volatility models2022-01-18Paper
Deep learning volatility: a deep neural network perspective on pricing and calibration in (rough) volatility models2021-12-01Paper

Research outcomes over time

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