Paul Gassiat

Finance · 2017

A researcher in the Science corpus: 1 paper; trusts 9 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 18 citations into it
• Mathematical Physics — 8 citations into it
• Economics and Econometrics — 5 citations into it

Whom Paul Gassiat trusts overall

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

1. Martin Hairer
2. Peter K. Friz
3. Massimiliano Gubinelli
4. S. Kusuoka
5. Jim Gatheral
6. Terry Lyons
7. Omar El Euch

Papers from Paul Gassiat's perspective

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

1. A theory of regularity structures
2. Ramification of rough paths
3. Volatility is rough
4. Pricing under rough volatility
5. Solving the KPZ equation
6. A Course on Rough Paths: With an Introduction to Regularity Structures
7. Perfect hedging in rough Heston models (The Annals of Applied Probability)
8. A Course on Rough Paths (Universitext)
9. Algebraic renormalisation of regularity structures (Inventiones Mathematicae)
10. Approximation of Expectation of Diffusion Process and Mathematical Finance

Their papers

• A regularity structure for rough volatility (2017) — 75 citations