Fake stationary rough Heston volatility: Microstructure-inspired foundations
Hawkes Processes
Scaling Limits
Limit Theorems
Skorokhod Topology
Fractional Stochastic Differential Equations
Fourier-Laplace Transforms
Mittag-Leffler Functions
Regularity
Authors
Emmanuel G.
(he/him)
Researcher in Mathematics and Applications
I am a Research Scientist in Mathematics at LPSM Sorbonne Université, working on stochastic analysis, optimal control, diffusion models, and statistics, with applications to mathematical finance and machine learning.
Authors
Authors