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What I Buy and Why: Art Entrepreneur Hélène Nguyen-Ban on Her Original 'Art Crush' and Owning a Half-Ton Book by Anselm Kiefer

We caught up with the entrepreneurial collector Hélène Nguyen-Ban on the works that have informed her worldview and her new endeavor, an art-discovery app.

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Deep calibration of the quadratic rough Heston model

Rough vol models are calibrated and fitted to SPX and Vix smiles

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В МГУ при поддержке ВТБ стартовала летняя школа по финансовой математике фонда «Институт "Вега"»

В МГУ при поддержке ВТБ стартовала летняя школа по финансовой математике фонда «Институт "Вега"»
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Rough volatility models - Risk.net

Rough volatility models - Risk.net
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