Thomas Wagenhofer
From MaRDI portal
Person:5152527
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 |
|---|---|---|
| Reconstructing volatility: Pricing of index options under rough volatility Mathematical Finance | 2023-09-28 | Paper |
| Weak error estimates for rough volatility models | 2022-12-03 | Paper |
| Corrigendum to: ``Pathwise large deviations for the rough Bergomi model Journal of Applied Probability | 2021-09-24 | Paper |
Research outcomes over time
This page was built for person: Thomas Wagenhofer
