Benjamin Stemper
From MaRDI portal
Person:5234337
Available identifiers
zbMath Open stemper.benjaminMaRDI QIDQ5234337
List of research outcomes
Publication | Date of Publication | Type |
---|---|---|
A regularity structure for rough volatility | 2021-03-23 | Paper |
Short-time near-the-money skew in rough fractional volatility models | 2019-09-26 | 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: Benjamin Stemper