Fabian Harang

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Papers (2)

1. A Bismut-Elworthy-Li Formula for Singular SDE's Driven by a Fractional Brownian Motion and Applications to Rough Volatility Modeling math.PR · 2018 · author #3
2. Girsanov Theorem for Multifractional Brownian Processes math.PR · 2017 · author #1

Mentions

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Frequent Coauthors

• Frank Proske 2 shared papers
• Emmanuel Coffie 1 shared papers
• Oussama Amine 1 shared papers
• Torstein Nilssen 1 shared papers