Scholar
Vladimir Lucic
Google Scholar ID: HboZ4bUAAAAJ
Visiting Professor, Department of Mathematics, Imperial College London
Probability
Mathematical Finance
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Citations & Impact
All-time
Citations
235
H-index
10
i10-index
11
Publications
20
Co-authors
0
Publications
4 items
Gatheral's Conjecture Revisited
2026
Cited
0
Local Stochastic Rough Volatility: Pathwise Filtering and the Conditional Density Equation
2026
Cited
0
The Science and Practice of Trend-Following Systems
2026
Cited
0
Ito-Wentzell Formula and Dupire Stochastic PDE
2026
Cited
0
