Statistics
Publications
4
Citations
104
H-Index
4
Active since
2014
Affiliations
Imperial College London(Current)
Patrick Roome is an author at Imperial College London specializing in volatility modeling, volatility, and brownian motion.
Publications per year
2014–2018
4
4
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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