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    • Research Interests
    Volatility ModelingVolatilityRealized VolatilityStochastic Volatilit...Stochastic VolatilityImplied Volatility2010202020062024
    19952023

    Papers共 77 篇Author StatisticsCo-AuthorSimilar Experts

    By YearBy Citation主题筛选期刊级别筛选合作者筛选合作机构筛选
    时间
    引用量
    主题
    期刊级别
    合作者
    合作机构
    All20242023202120202019201820172016201520142013201220112010200920082007200620052004
    Multivariate Stochastic Volatility Models and Large Deviation Principles
    Archil Gulisashvili
    Annual Review in Modern Quantitative Finance Reviews in Modern Quantitative Financepp.1-96, (2024)
    Cited2Views1Bibtex
    2
    1
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    Author Statistics
    00.20.40.60.81#Papers#CitationH-IndexG-IndexSociabilityDiversityActivity

    #Papers: 77

    #Citation: 1090

    H-Index: 23

    G-Index: 31

    Sociability: 4

    Diversity: 2

    Activity: 2

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    • 合作者
    • 学生
    • 导师
    Peter Friz合作论文数
    friz@math.tu-berlin.de and friz@wias-berlin.de7
    Josep Vives合作论文数
    Dpt. de Matemàtiques, Universitat Autònoma de Barcelona5
    Benjamin Gess合作论文数
    Fakultät für Mathematik, Universität Bielefeld5
    Blanka N. Horvath合作论文数
    Department of Mathematics, Faculty of Natural Sciences, Imperial College London;Oxford-Man Institute of Quantitative Finance, University of Oxford;Mathematical Institute, University of Oxford4
    Riedel Sebastian合作论文数
    4
    Elias M. Stein合作论文数
    Princeton University4
    J. Van Casteren合作论文数
    4
    Jack Jacquier合作论文数
    Department of Mathematics, Faculty of Natural Sciences, Imperial College London3
    Xin Zhang合作论文数
    2
    LR LOCONTE合作论文数
    2
    Raul Merino合作论文数
    Investment Risk Management Dept, VidaCaixa SA2
    Josef Teichmann合作论文数
    Department of Mathematics, Eidgenössische Technische Hochschule Zürich2
    Roberto Merletti合作论文数
    Biomedical Engineering at the Dept of Electronics, Politecnico di Torino2
    Frederi Viens合作论文数
    Dept . Statistics;Dept . Mathematics;Purdue University;Dept . Mathematics, Purdue University2
    Peter Tankov合作论文数
    Centre de Mathematiques Appliquees2
    Stefan Gerhold合作论文数
    Vienna University of Technology2
    Christoph Gerstenecker合作论文数
    1
    Marc Lagunas-Merino合作论文数
    1
    Benjamin Stemper合作论文数
    1
    Stephan Sturm合作论文数
    1
    Christian Bayer合作论文数
    1
    Michael Cwikel合作论文数
    Technion I. I. T. Department of Mathematics 32000 Haifa Israel 32000 Haifa Israel1
    Peter Laurence合作论文数
    Sapienza”,, Università di Roma1
    Rene Erlin Castillo合作论文数
    Ohio University1
    Jim Gatheral合作论文数
    Case Studies in Financial Modelling;Courant Institute of Mathematical Sciences;Fall Term;Case Studies in Financial Modelling, Courant Institute of Mathematical Sciences1
    Mark A. Kon合作论文数
    Boston University1
    Mark Kon合作论文数
    Boston University1
    Charles R. MacCluer合作论文数
    1
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