Jim Gatheral

CUNY Baruch College - New York / United States

Natural Sciences / Mathematical Sciences

AD Scientific Index ID: 890476

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CUNY Baruch College

Jim Gatheral's MOST POPULAR ARTICLES

1-) The volatility surface: a practitioner's guide John Wiley & Sons, 2006

2-) Volatility is rough Commodities, 659-690, 2022

3-) Pricing under rough volatility Quantitative Finance 16 (6), 887-904, 2016

4-) No-dynamic-arbitrage and market impact Quantitative finance 10 (7), 749-759, 2010

5-) Exponentiation of eikonal cross sections in nonabelian gauge theories Physics Letters B 133 (1-2), 90-94, 1983

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