SU\G(𝔸)/K·U

Thomas Wagenhofer

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All published works
Action Title Year Authors
+ Weak error estimates for rough volatility models 2022 Peter K. Friz
William Salkeld
Thomas Wagenhofer
+ Reconstructing Volatility: Pricing of Index Options under Rough Volatility 2022 Peter K. Friz
Thomas Wagenhofer
+ PDF Chat Pathwise large deviations for the rough Bergomi model: Corrigendum 2021 Stefan Gerhold
Antoine Jacquier
Mikko S. Pakkanen
Henry W. Stone
Thomas Wagenhofer
Common Coauthors
Coauthor Papers Together
Peter K. Friz 2
Antoine Jacquier 1
Mikko S. Pakkanen 1
Stefan Gerhold 1
William Salkeld 1
Henry W. Stone 1
Commonly Cited References
Action Title Year Authors # of times referenced
+ PDF Chat Pathwise large deviations for the rough Bergomi model 2018 Antoine Jacquier
Mikko S. Pakkanen
Henry W. Stone
 1