Patrick Roome

According to our database1, Patrick Roome authored at least 3 papers between 2013 and 2018.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of five.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

On csauthors.net:

Bibliography

2018
Asymptotic Behavior of the Fractional Heston Model.
SIAM J. Financial Math., 2018

2015
Asymptotics of Forward Implied Volatility.
SIAM J. Financial Math., 2015

2013
The Small-Maturity Heston Forward Smile.
SIAM J. Financial Math., 2013


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