LSE creators

Number of items: 3.
Mathematics
  • Bonesini, Ofelia, Jacquier, Antoine, Muguruza, Aitor (2025). Risk premium and rough volatility. Frontiers of Mathematical Finance, 7, 78-94. https://doi.org/10.3934/fmf.2025013 picture_as_pdf
  • Aïd, René, Bonesini, Ofelia, Callegaro, Giorgia, Campi, Luciano (2025). Continuous-time persuasion by filtering. Journal of Economic Dynamics and Control, 176, https://doi.org/10.1016/j.jedc.2025.105100 picture_as_pdf
  • Bonesini, Ofelia, Jacquier, Antoine, Lacombe, Chloé (2025). A theoretical analysis of Guyon's toy volatility model. SIAM Journal on Financial Mathematics, 16(2), 271 - 309. https://doi.org/10.1137/22m1536339 picture_as_pdf