Claude Martini
Author
Alternate names Claude Martini, C. Martini
Institutions The Alan Turing Institute, Imperial College London
Past institutions Imperial College London, The Alan Turing Institute, Columbia University, Institut national de recherche en informatique et en automatique, Centre de Recherche en Informatique +3 more
ORCID: Yes
H-index: 12
I10-index: 16
Works count: 86
Citations count: 782
A theoretical framework for the pricing of contingent claims in the presence of model uncertainty
2006 · Laurent Denis, Claude Martini · The Annals of Applied Probability
On VIX futures in the rough Bergomi model
2017 · Antoine Jacquier, Claude Martini, et al. · Quantitative Finance
The α-hypergeometric stochastic volatility model
2015 · José Da Fonseca, Claude Martini · Stochastic Processes and their Applications