Henry Stone
Original record- Institution
- Imperial College London
- Year
- 2020
- Country
- United Kingdom
- MGP identifier
- 263134
Dissertation: Rough volatility models: Small-time asymptotics and calibration
Mathematics Subject Classification: 60—Probability theory and stochastic processes
Advisors 2
- Mikko Sakari PakkanenHelsingin yliopisto · 2010
- Antoine JacquierImperial College London · 2010
Students 0
No students recorded in this snapshot.