معرفی
Ben Smith is a researcher specializing in mathematical finance and stochastic processes. His work focuses on rough volatility models, asymptotic analysis, and Gaussian fields. He has contributed to topics such as implied volatility modeling, trade execution strategies, and the analysis of financial phenomena using advanced stochastic techniques.
Research interests include the mathematical foundations of models like the Heston model and their extensions under asymptotic regimes. His studies explore the interplay between Gaussian distributions, multiplicative processes, and their applications in finance.
Collaborations involve international researchers, though specific institutional affiliations are not explicitly stated. No scientific awards or grants are listed in the provided texts.
Smith completed his PhD in 2023 under the supervision of Mark Forde and Blanka Horvath, with a thesis titled 'Small-time & H ↓ 0 limits of Rough Volatility Models'.
