Claude Martini

Finance · 2006–2017

A researcher in the Science corpus: 2 papers; trusts 6 researchers and is trusted by 20 researchers here, as inferred from the citation graph.

Subfields

• Finance — 5 citations into it; #1,176 of 10,518 by trust here, #2,723 by citations

Whom Claude Martini trusts overall

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

1. Jim Gatheral
2. Daniel Dufresne
3. Christian Bayer

Who trusts Claude Martini overall

1. Shige Peng
2. Marcel Nutz
3. Li-Xin Zhang
4. H. M. Soner
5. Joerg Vorbrink
6. Nizar Touzi
7. Dylan Possamaï
8. Mingshang Hu
9. Ariel Neufeld
10. Nicolas Perkowski

Papers from Claude Martini's perspective

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

1. Volatility is rough
2. Pricing under rough volatility
3. The log-normal approximation in financial and other computations (Advances in Applied Probability)
4. Introduction to Numerical Analysis
5. Handbook Of Mathematical Functions
6. Arbitrage-free SVI volatility surfaces
7. Smile Dynamics IV
8. Convex measures of risk and trading constraints (Finance and Stochastics)
9. A Theory for the Term Structure of Interest Rates
10. Fluctuations and response in financial markets: the subtle nature of ‘random’ price changes

Their papers

• On VIX futures in the rough Bergomi model (2017) — 74 citations
• A THEORETICAL FRAMEWORK FOR THE PRICING OF CONTINGENT CLAIMS IN THE PRESENCE OF MODEL UNCERTAINTY (2006) — 371 citations