Scholar
Damiano Brigo
Google Scholar ID: 65wdZxAAAAAJ
Professor of Mathematics, Imperial College London
Probability
Mathematical Finance
Stochastic Analysis
Signal Processing
Differential Geometry and Statistics
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Citations
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Publications
1 items
Local Stochastic Rough Volatility: Pathwise Filtering and the Conditional Density Equation
2026
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Resume (English only)
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