Benjamin Stemper
Dr. rer. nat. Technische Universität Berlin 2019
Dissertation:
Rough volatility models: Monte Carlo, Asymptotics and Deep Calibration
Mathematics Subject Classification: 60—Probability theory and stochastic processes
Advisor 1: Peter Karl Friz
Advisor 2: Christian Bayer
No students known.
If you have additional information or corrections regarding this mathematician, please use the update form. To submit students of this mathematician, please use the new data form, noting this mathematician's MGP ID of 246308 for the advisor ID.