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
