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 |
|---|---|---|
| Regularity structure for rough volatility | 2025-02-11 | Paper |
| A regularity structure for rough volatility Mathematical Finance | 2021-03-23 | Paper |
| Short-time near-the-money skew in rough fractional volatility models Quantitative Finance | 2019-09-26 | Paper |
Research outcomes over time
This page was built for person: Benjamin Stemper
