Archil Gulisashvili

Finance · 2009–2017

A researcher in the Science corpus: 6 papers; trusts 16 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Archil Gulisashvili trusts overall

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

  1. Peter K. Friz
  2. Søren Asmussen
  3. Anja Göing-Jaeschke
  4. Hansjörg Albrecher *
  5. Roger Lee
  6. T. Cass
  7. Dominik Kortschak
  8. Marc Yor
  9. Daniel Dufresne
  10. Paul Embrechts

Who trusts Archil Gulisashvili overall

  1. Martin Forde

Papers from Archil Gulisashvili's perspective

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

  1. Volatility is rough
  2. Pricing under rough volatility
  3. Non-degeneracy of Wiener functionals arising from rough differential equations
  4. Densities for rough differential equations under Hormander's condition
  5. THE MOMENT FORMULA FOR IMPLIED VOLATILITY AT EXTREME STRIKES
  6. The characteristic function of rough Heston models
  7. SMALL-TIME ASYMPTOTICS FOR IMPLIED VOLATILITY UNDER THE HESTON MODEL
  8. A Course on Rough Paths: With an Introduction to Regularity Structures
  9. A Course on Rough Paths (Universitext)
  10. Analysis of SPDEs arising in path sampling. Part I: The Gaussian case (Communications in Mathematical Sciences)

Their papers