Patrick Roome
From MaRDI portal
Person:252421
Available identifiers
zbMath Open roome.patrickMaRDI QIDQ252421
List of research outcomes
| Publication | Date of Publication | Type |
|---|---|---|
| No-arbitrage bounds for the forward smile given marginals | 2018-11-19 | Paper |
| Asymptotic Behavior of the Fractional Heston Model | 2018-10-31 | Paper |
| Black-Scholes in a CEV random environment | 2018-07-05 | Paper |
| Two examples of non strictly convex large deviations | 2016-05-23 | Paper |
| Large-maturity regimes of the Heston forward smile | 2016-03-03 | Paper |
| Asymptotics of Forward Implied Volatility | 2015-05-15 | Paper |
| The Small-Maturity Heston Forward Smile | 2014-01-23 | Paper |
Research outcomes over time
Doctoral students
No records found.
Known relations from the MaRDI Knowledge Graph
| Property | Value |
|---|---|
| MaRDI profile type | MaRDI person profile |
| instance of | human |
This page was built for person: Patrick Roome
