Blanka Horvath

Finance · 2017

A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Blanka Horvath trusts overall

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

  1. Peter K. Friz
  2. Christian Bayer

Papers from Blanka Horvath's perspective

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

  1. Volatility is rough
  2. Pricing under rough volatility
  3. The characteristic function of rough Heston models
  4. Densities for rough differential equations under Hormander's condition
  5. A Course on Rough Paths (Universitext)
  6. Correlations and bounds for stochastic volatility models
  7. The Asymptotic Expansion Formula of Implied Volatility for Dynamic SABR Model and FX Hybrid Model
  8. SMALL-TIME ASYMPTOTICS FOR IMPLIED VOLATILITY UNDER THE HESTON MODEL
  9. NIST Handbook of Mathematical Functions
  10. A regularity structure for rough volatility (Mathematical Finance)

Their papers