Biography
Benjamin studies how rough volatility models and robust methods can be used to address finer features of financial markets henceforth unexplained by classical markovian diffusion models.
Thesis
Rough and Robust methods in finance
Research Interests
- Rough Volatility models
- Gaussian Multiplicative Chaos
- Exotic derivatives
- Robust Finance
PhD supervision
Principal supervisor: Dr Martin Forde
Further Information
Research
Financial Mathematics
King’s College has a large and thriving Financial Mathematics group, with an international reputation for research excellence.
Research
Financial Mathematics
King’s College has a large and thriving Financial Mathematics group, with an international reputation for research excellence.