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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 2023Show all

1 paper · 1 filter

math.PR2023★ 2 cited

Gaussian Rough Paths Lifts via Complementary Young Regularity

Paul Gassiat, Tom Klose

Inspired by recent advances in singular SPDE theory, we use the Poincaré inequality on Wiener space to show that controlled complementary Young regularity is sufficient to obtain G…

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