Dimitri Sotnikov

Identifiers

• name variant Dimitri Sotnikov 0.60 · backfill

Papers (3)

1. Malliavin calculus for signatures with applications to finance math.PR · 2026 · author #3
2. Exponentially Fading Memory Signature math.PR · 2025 · author #2
3. Heath-Jarrow-Morton meet lifted Heston in energy markets for joint historical and implied calibration q-fin.MF · 2025 · author #4

Mentions

• 2507.03700 #2 · arxiv_oai · confidence 0.70 Dimitri Sotnikov

Frequent Coauthors

• Eduardo Abi Jaber 3 shared papers
• Cl\'ement Rey 1 shared papers
• Laurent Tur 1 shared papers
• Nathan De Carvalho 1 shared papers
• Souka\"ina Bruneau 1 shared papers