Benjamin Stemper und Christian Bayer - 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

Christian Bayer | Papers With Code

paperswithcode.com

no code implementations • 8 Oct • Christian Bayer, Benjamin Stemper. Sparked by Al\`os, Le\'on, and Vives (2007); Fukasawa (2011, 2017); Gatheral, ... › author

EU H2020 Project "GPSART (Geometric aspects in pathwise ...

www.fabiodisconzi.com

2017, Christian Bayer, Peter K. Friz, Paul Gassiat, Joerg Martin, Benjamin Stemper A regularity structure for rough volatility published pages: , ISSN: , DOI: ... › p...

Aitor Muguruza | Imperial College London | Related Authors

typeset.io

Christian Bayer, Benjamin Stemper. 07 Oct arXiv: Mathematical Finance. TL;DR: This work showcases a direct comparison of different potential approaches ... › authors

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 RELU NEURAL NETWORKS OVERCOME THE ...

www.fm.mathematik.uni-muenchen.de

Christian Bayer and Benjamin Stemper, Deep calibration of rough stochastic volatility models,. arXiv: , [CKT20]. › g...

Fast direct calibration of interest rate derivatives pricing models

dl.acm.org

von L Sabbioni · — Christian Bayer, Blanka Horvath, Aitor Muguruza, Benjamin Stemper, and Mehdi Tomas On deep calibration of (rough) stochastic volatility models. › doi

Hopf algebras and non-associative algebras in the study of ...

www.rosapreiss.net

von RLD Preiß · · Zitiert von: 1 — [BFG+20] Christian Bayer, Peter K. Friz, Paul Gassiat, Jorg Martin, and Benjamin Stemper. A regularity structure for rough volatility. › files › RosaPreissSubmit...

Volterra equations driven by rough signals - ScienceDirect.com

www.sciencedirect.com

[1] Christian Bayer, Peter K. Friz, Paul Gassiat, Jorg Martin and Benjamin Stemper A regularity structure for rough volatility Mathematical Finance. › article › pii

Deep calibration of rough stochastic volatility models - DeepAI

deepai.org

— READ FULL TEXT VIEW PDF · Christian Bayer. 9 publications. Benjamin Stemper. 1 publication. page 15. page 17. Related Research. › publication › deep-calibration-of-ro...

Alle Infos zum Namen "Benjamin Stemper"

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...

A regularity structure for rough volatility - Archive ouverte HAL

hal.archives-ouvertes.fr

von C Bayer · · Zitiert von: 64 — Christian Bayer, Peter Friz, Paul Gassiat, Jorg Martin, Benjamin Stemper. A regularity structure for rough volatility. Christian Bayer, Peter K. K Friz, Paul Gassiat, Joerg Martin, Benjamin Stemper. A regularity structure for rough volatility ⟨hal ⟩ ... › ha...