Benjamin Stemper und Blanka Horvath - Info zur Person

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Activities / Research / Talks - Dr Blanka Horvath

www.imperial.ac.uk

... near the money skew in rough fractional stochastic volatility models (with Christian Bayer, Peter Friz, Archil Gulisashvili and Benjamin Stemper). › page

On deep calibration of (rough) stochastic volatility models - arXiv

arxiv.org

von C Bayer · · Zitiert von: 69 — On deep calibration of (rough) stochastic volatility models. Authors:Christian Bayer, Blanka Horvath, Aitor Muguruza, Benjamin Stemper, Mehdi ... › q-fin

Deep Hedging under Rough Volatility - MDPI

mdpi-res.com

von B Horvath · · Zitiert von: 11 — Bayer, Christian, Blanka Horvath, Aitor Muguruza, Benjamin Stemper, and Mehdi Tomas On deep calibration of (rough) stochastic volatility models. › risks › risks

Deep Hedging under Rough Volatility - Research Collection

www.research-collection.ethz.ch

von B Horvath · · Zitiert von: 12 — Bayer, Christian, Blanka Horvath, Aitor Muguruza, Benjamin Stemper, and Mehdi Tomas On deep calibration of (rough) stochastic volatility models. › handle

Deep hedging under rough volatility - EconStor

www.econstor.eu

von BN Horvath · · Zitiert von: 11 — Bayer, Christian, Blanka Horvath, Aitor Muguruza, Benjamin Stemper, and Mehdi Tomas On deep calibration of (rough) stochastic volatility models. › risks

Publications et données de Archil Gulisashvili | isidore.science

isidore.science

Co-auteur · Josep Vives · Xin Zhang · Frederi Viens · Peter Tankov · Blanka Horvath · Josef Teichmann · Benjamin Stemper · Raúl Merino. › gulisashvili...

Blanka Horvath - Research - Google Sites

sites.google.com

... volatility models (with Christian Bayer, Peter Friz, Archil Gulisashvili and Benjamin Stemper), Quantitative Finance, 19:5[PDF], DOI. › site › res...

Deep Hedging under Rough Volatility | HTML - MDPI

www.mdpi.com

von B Horvath · · Zitiert von: 11 — [Google Scholar] [CrossRef][Green Version]; Bayer, Christian, Blanka Horvath, Aitor Muguruza, Benjamin Stemper, and Mehdi Tomas › htm

TH-P-EM - Rough volatility and Simulations

programme.exordo.com

Blanka Horvath (Imperial College), Benjamin Stemper (TU Berlin), Christian Bayer (TU Berlin), Peter K Friz (TU Berlin), Archil Gulisashvili (Ohio University).

10th World Congress of the Bachelier Finance Society - Ex Ordo

programme.exordo.com

— Blanka Horvath (Imperial College), Benjamin Stemper (TU Berlin), Christian Bayer (TU Berlin), Peter K Friz (TU Berlin), Archil Gulisashvili ... › bf...

Alle Infos zum Namen "Benjamin Stemper"

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Joerg Martin
Jorg Martin
Peter Friz

Paul Gassiat
Blanka Horvath
Christian Bayer

Daniela Kettermann
Liane Eiden

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Benjamin Stemper und Blanka Horvath Person-Info