Quantitative Finance
A fast algorithm for simulation of rough volatility models
Volume 22, Issue 3, March 2022, Page 447-462.
Quantitative Finance
Tempered stable processes with time-varying exponential tails
Volume 22, Issue 3, March 2022, Page 541-561.
Quantitative Finance
The SINC way: a fast and accurate approach to Fourier pricing
Volume 22, Issue 3, March 2022, Page 427-446.
Quantitative Finance
Robust control in a rough environment
Volume 22, Issue 3, March 2022, Page 481-500.