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researcher

Paul Gassiat

30 papers hereh-index 15617 citations38 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author4
  • first author14
  • middle author7
  • last author4

Across the 29 of 30 papers where every author was matched, so the position is known.

fields
  • math.PR16
  • q-fin.PM5
  • math.AP2
  • q-fin.CP2
  • q-fin.MF2
  • q-fin.PR2

identity via Semantic Scholar / OpenAlex

activity
20092026
most citedPrecise asymptotics: robust stochastic volatility models

32 citations · 67 across the 24 of their papers we have counts for

collaborators
Showing 2026 · math.PRShow all

1 paper · 2 filters

math.PR2026

Approximate Transitivity of Young Translation on Rough Paths

Carlo Bellingeri, Paul Gassiat, Hugo Nouaille

We show that Young translation has dense orbits in the space of rough paths: for any two geometric rough paths, one can translate the first by a sequence of smooth paths so that it…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.