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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 2015Show all

1 paper · 1 filter

math.PR2015

Malliavin Calculus for regularity structures: the case of gPAM

Giuseppe Cannizzaro, Peter K. Friz, Paul Gassiat

Malliavin calculus is implemented in the context of [M. Hairer, A theory of regularity structures, Invent. Math. 2014]. This involves some constructions of independent interest, no…

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