Eric Joseph Hall | DeepAI

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Featured Co-authors

Raul Tempone
43 publications
Daniel M. Tartakovsky
20 publications
Markos A. Katsoulakis
15 publications
Christian Bayer
10 publications
Kimoon Um
1 publication

research

∙ 09/02/2020

Weak error rates for option pricing under the rough Bergomi model

In quantitative finance, modeling the volatility structure of underlying...

0 Christian Bayer, et al. ∙

research

∙ 01/06/2019

Causality and Bayesian network PDEs for multiscale representations of porous media

Microscopic (pore-scale) properties of porous media affect and often det...

0 Kimoon Um, et al. ∙