Saad Mouti

Finance · 2017

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Saad Mouti trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. A. Medvedev
  2. Jim Gatheral
  3. Thibault Jaisson

Papers from Saad Mouti's perspective

Ordered by how strongly the researchers Saad Mouti trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Volatility is rough
  2. Pricing under rough volatility
  3. Approximation and Calibration of Short-Term Implied Volatilities under Jump-Diffusion Stochastic Volatility
  4. The characteristic function of rough Heston models
  5. Rough fractional diffusions as scaling limits of nearly unstable heavy tailed Hawkes processes
  6. The Pricing of Options and Corporate Liabilities
  7. Small-Time Asymptotics of Option Prices and First Absolute Moments (Journal of Applied Probability)
  8. Short-time at-the-money skew and rough fractional volatility
  9. Theory Of Financial Risk And Derivative Pricing
  10. A Theory for the Term Structure of Interest Rates

Their papers