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researcher

Rupak Chatterjee

3 papers hereh-index 6172 citations21 works total

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

author position
  • middle author2
  • last author1

Across the 3 of 3 papers where every author was matched, so the position is known.

fields
  • q-fin.CP1
  • q-fin.RM1
  • quant-ph1

identity via Semantic Scholar / OpenAlex

most citedTarget volatility option pricing in lognormal fractional SABR model

2 citations · 4 across the 2 of their papers we have counts for

collaborators
Showing quant-phShow all

1 paper · 1 filter

quant-ph2018

Quantum Systems for Monte Carlo Methods and Applications to Fractional Stochastic Processes

Sebastian F. Tudor, Rupak Chatterjee, Lac Nguyen +1

Random numbers are a fundamental and useful resource in science and engineering with important applications in simulation, machine learning and cyber-security. Quantum systems can…

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