Mehdi Tomas
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Person:5014166
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 |
|---|---|---|
| A characterisation of cross-impact kernels Frontiers of Mathematical Finance | 2023-06-26 | Paper |
| How to build a cross-impact model from first principles: theoretical requirements and empirical results Quantitative Finance | 2022-05-27 | Paper |
| From microscopic price dynamics to multidimensional rough volatility models Advances in Applied Probability | 2022-01-18 | Paper |
| Deep learning volatility: a deep neural network perspective on pricing and calibration in (rough) volatility models Quantitative Finance | 2021-12-01 | Paper |
Research outcomes over time
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