Christian Bayer

Economics and Econometrics · 2011–2021

A researcher in the Science corpus: 9 papers; trusts 32 researchers and is trusted by 56 researchers here, as inferred from the citation graph.

Subfields

Whom Christian Bayer trusts overall

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

  1. Martin Hairer
  2. Peter K. Friz
  3. Jim Gatheral
  4. Nicholas Bloom
  5. Ruediger Bachmann
  6. Omar El Euch
  7. Mathieu Rosenbaum
  8. Massimiliano Gubinelli
  9. I. Werning
  10. Terry Lyons

Who trusts Christian Bayer overall

  1. Muhammad Shahbaz
  2. Eduardo Abi Jaber
  3. Sakiru Adebola Solarin
  4. K. Lumpur.
  5. Ilhan Ozturk
  6. Abdulkadir Abdulrashid Rafindadi
  7. Masaaki Fukasawa
  8. Mantu Kumar Mahalik
  9. Omar El Euch
  10. R. Luetticke

Papers from Christian Bayer's perspective

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

  1. Volatility is rough
  2. Pricing under rough volatility
  3. A theory of regularity structures
  4. Really Uncertain Business Cycles
  5. Ramification of rough paths
  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. Solving the KPZ equation
  9. The characteristic function of rough Heston models
  10. Densities for rough differential equations under Hormander's condition

Their papers