Sigurd Emil Rømer
Enrolled PhD student
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
ORCID: 0000-0001-8990-0483
March 2019 - current: PhD student, University of Copenhagen
2016 - 2018: M.Sc. in Mathematics-Economics, University of Copenhagen
2013 - 2016: B.Sc. in Mathematics-Economics, University of Copenhagen
ID: 185806872
Most downloads
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227
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How does the volatility of volatility depend on volatility?
Research output: Contribution to journal › Journal article › Research › peer-review
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129
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Empirical analysis of rough and classical stochastic volatility models to the SPX and VIX markets1
Research output: Contribution to journal › Journal article › Research › peer-review
Published