Henry Stone
Identifiers
- name variant Henry Stone 0.50 · backfill
Papers (2)
- Calibrating rough volatility models: a convolutional neural network approach q-fin.CP · 2018 · author #1
- Pathwise large deviations for the Rough Bergomi model math.PR · 2017 · author #3
Mentions
No mention provenance yet.
Frequent Coauthors
- Antoine Jacquier 1 shared papers
- Mikko S. Pakkanen 1 shared papers