Thomas Wagenhofer
From MaRDI portal
Person:5152527
Available identifiers
zbMath Open wagenhofer.thomasMaRDI QIDQ5152527
List of research outcomes
| Publication | Date of Publication | Type |
|---|---|---|
| Reconstructing volatility: Pricing of index options under rough volatility | 2023-09-28 | Paper |
| Weak error estimates for rough volatility models | 2022-12-03 | Paper |
| Pathwise large deviations for the rough Bergomi model: Corrigendum | 2021-09-24 | Paper |
Research outcomes over time
Doctoral students
No records found.
Known relations from the MaRDI Knowledge Graph
| Property | Value |
|---|---|
| MaRDI profile type | MaRDI person profile |
| instance of | human |
This page was built for person: Thomas Wagenhofer
