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Roome, Patrick

 

Imperial College London - Department of Mathematics


 South Kensington Campus
 London SW7 2AZ, SW7 2AZ
 United Kingdom
 email address

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. Roome, Patrick's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
199
Total
Citations
2
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Guennoun, Hamza
Ecole Polytechnique, Paris - Centre de Mathematiques Appliquees
Jacquier, Antoine
Imperial College London
Roome, Patrick
Imperial College London - Department of Mathematics
Posted:
30 Nov 14
68
(211,362)
 

2.  
Asymptotics of Forward Implied Volatility | Show Abstract | Download |
Forthcoming in SIAM Journal of Financial Mathematics
Accepted Paper Series
Jacquier, Antoine
Imperial College London
Roome, Patrick
Imperial College London - Department of Mathematics
Posted:
05 Dec 12
Last Revised:
21 Feb 15
61
(223,822)
2

3.  
The Small-Maturity Heston Forward Smile | Show Abstract | Download |
SIAM Journal on Financial Mathematics, 4(1): 831-856, 2013.
Accepted Paper Series
Jacquier, Antoine
Imperial College London
Roome, Patrick
Imperial College London - Department of Mathematics
Posted:
19 Mar 13
Last Revised:
21 Feb 15
30
(298,663)
 

4.  
De Marco, Stefano
Ecole Polytechnique, Paris - Centre de Mathematiques Appliquees
Jacquier, Antoine
Imperial College London
Roome, Patrick
Imperial College London - Department of Mathematics
Posted:
28 Nov 14
Last Revised:
02 Feb 15
22
(329,210)
 

5.  
Jacquier, Antoine
Imperial College London
Roome, Patrick
Imperial College London - Department of Mathematics
Posted:
29 Oct 14
18
(346,493)
 


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