Statistics
Publications
3
Citations
93
H-Index
3
Active since
2014
Affiliations
Imperial College London(Current)
Hamza Guennoun is an author at Imperial College London specializing in financial economics, fractional brownian motion, and volatility surface calibration.
Publications per year
2014–2018
3
3
Asymptotic Behavior of the Fractional Heston Model
Hamza Guennoun, Antoine Jacquier, Patrick Roome et al. · SIAM Journal on Financial Mathematics · 2018 · 64 citations
Asymptotic Behaviour of the Fractional Heston Model
Hamza Guennoun, Antoine Jacquier, Patrick Roome · SSRN Electronic Journal · 2014 · 15 citations · Full text
Asymptotic behaviour of the fractional Heston model
Hamza Guennoun, Antoine Jacquier, Patrick Roome et al. · arXiv (Cornell University) · 2014 · 14 citations · Full text
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