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Rosenbaum, Mathieu
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El Euch, Omar
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Euch, Omar El
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Jusselin, Paul
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No‐arbitrage implies power‐law market impact and rough volatility
Jusselin, Paul
;
Rosenbaum, Mathieu
- In:
Mathematical Finance
30
(
2020
)
4
,
pp. 1309-1336
Persistent link: https://www.econbiz.de/10012283194
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Optimal make–take fees for market making regulation
Euch, Omar El
;
Mastrolia, Thibaut
;
Rosenbaum, Mathieu
; …
- In:
Mathematical Finance
31
(
2020
)
1
,
pp. 109-148
Persistent link: https://www.econbiz.de/10012410104
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3
The characteristic function of rough Heston models
El Euch, Omar
;
Rosenbaum, Mathieu
- In:
Mathematical Finance
29
(
2018
)
1
,
pp. 3-38
Persistent link: https://www.econbiz.de/10012095145
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