Benjamin Stemper

Finance · 2017

A researcher in the Science corpus: 2 papers; trusts 11 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 30 citations into it
• Mathematical Physics — 11 citations into it
• Economics and Econometrics — 10 citations into it

Whom Benjamin Stemper trusts overall

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

1. Martin Hairer
2. Peter K. Friz
3. Christian Bayer
4. Jim Gatheral
5. Omar El Euch
6. Massimiliano Gubinelli

Papers from Benjamin Stemper's perspective

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

1. A theory of regularity structures
2. Volatility is rough
3. Ramification of rough paths
4. Pricing under rough volatility
5. Solving the KPZ equation
6. Perfect hedging in rough Heston models (The Annals of Applied Probability)
7. A Course on Rough Paths: With an Introduction to Regularity Structures
8. The characteristic function of rough Heston models
9. Densities for rough differential equations under Hormander's condition
10. A Course on Rough Paths (Universitext)

Their papers

• A regularity structure for rough volatility (2017) — 75 citations
• Short-time near-the-money skew in rough fractional volatility models (2017) — 74 citations