Rough Volatility News
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Risk.net Quants of the Year 2021: Jim Gatheral and Mathieu Rosenbaum - Jul 05, 2021 7:2:20 PM
Risk.net Awards 2020 Rising Star in Quantitative Finance: Blanka Horvath, Aitor Muguruza and Mehdi Tomas - Apr 20, 2021 12:23:49 PM
Jim Gatheral's 60th birthday conference - Sep 18, 2017 12:18:26 PM
New challenges in (rough) volatility modelling - Sep 18, 2017 12:14:38 PM
Asymptotic behaviour of randomised fractional volatility models - Aug 09, 2017 8:34:58 AM
Pathwise large deviations for the Rough Bergomi model - Aug 09, 2017 8:33:21 AM
Turbocharging Monte Carlo pricing for the rough Bergomi model - Aug 09, 2017 8:31:35 AM
Rough Volatility News - Sep 16, 2009 12:2:59 AM