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Thomas Wagenhofer
Publication Activity (10 Years)
Years Active: 2021-2021
Publications (10 Years): 1
Top Topics
Kalman Filter
Large Deviations
Top Venues
J. Appl. Probab.
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Publications
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Stefan Gerhold
,
Antoine Jacquier
,
Mikko S. Pakkanen
,
Henry Stone
,
Thomas Wagenhofer
Pathwise large deviations for the rough Bergomi model: Corrigendum.
J. Appl. Probab.
58 (3) (2021)