Person:6048448
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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 |
|---|---|---|
| Joint calibration to SPX and VIX options with signature-based models Mathematical Finance | 2025-01-20 | Paper |
| Risk measures under model uncertainty: a Bayesian viewpoint Frontiers of Mathematical Finance | 2024-01-15 | Paper |
| Signature-Based Models: Theory and Calibration SIAM Journal on Financial Mathematics | 2023-09-14 | Paper |
| Joint calibration to SPX and VIX options with signature-based models | 2023-01-30 | Paper |
Research outcomes over time
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