Home | Faculty & Research Overview | Research
Short-time Expansion of Characteristic Functions in a Rough Volatility Setting with Applications
Viktor Todorov, Carsten Chong
Todorov, Viktor, and Carsten Chong. 2023. Short-time Expansion of Characteristic Functions in a Rough Volatility Setting with Applications.
Explore leading research and ideas
Find articles, podcast episodes, and videos that spark ideas in lifelong learners, and inspire those looking to advance in their careers.
Review Courses & Schedules
Access information about specific courses and their schedules by viewing the interactive course scheduler tool.
Discover the path to your goals
Whether you choose our Full-Time, Part-Time or Executive MBA program, you’ll enjoy the same unparalleled education, exceptional faculty and distinctive culture.