Benjamin Stemper

Identifiers

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Papers (3)

1. Deep calibration of rough stochastic volatility models q-fin.PR · 2018 · author #2
2. A regularity structure for rough volatility q-fin.PR · 2017 · author #5
3. Short-time near-the-money skew in rough fractional volatility models q-fin.PR · 2017 · author #5

Mentions

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Frequent Coauthors

• Christian Bayer 3 shared papers
• Peter K. Friz 2 shared papers
• Archil Gulisashvili 1 shared papers
• Blanka Horvath 1 shared papers
• Joerg Martin 1 shared papers
• Paul Gassiat 1 shared papers