Sigurd Emil Rømer
Enrolled PhD student
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
ORCID: 0000-0001-8990-0483
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- 2020
- Published
How does the volatility of volatility depend on volatility?
Rømer, Sigurd Emil & Poulsen, Rolf, 2020, In: Risks. 8, 2, p. 1-18 59.Research output: Contribution to journal › Journal article › Research › peer-review
ID: 185806872
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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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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