Carsten H. Chong

Available identifiers

zbMath Open chong.carsten-hMaRDI QIDQ6118715

List of research outcomes

Publication	Date of Publication	Type
Volatility of volatility and leverage effect from options	2024-03-21	Paper
Asymptotic Expansions for High-Frequency Option Data	2023-04-24	Paper
Short-time expansion of characteristic functions in a rough volatility setting with applications	2022-08-01	Paper
High-frequency analysis of parabolic stochastic PDEs with multiplicative noise: Part I	2019-08-12	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: Carsten H. Chong