Henry Stone

Calibrating rough volatility models: a convolutional neural network approach

Henry Stone, 2020 .

View-Consistent 4D Light Field Superpixel Segmentation

James Tompkin, Numair Khan, Henry Stone, 2019, 2019 IEEE/CVF International Conference on Computer Vision (ICCV).

Calibrating rough volatility models: a convolutional neural network approach

Henry Stone, 2018 .

Pathwise large deviations for the rough Bergomi model

Antoine Jacquier, Henry Stone, Mikko S. Pakkanen, 2017, Journal of Applied Probability.

Pathwise large deviations for the rough Bergomi model: Corrigendum

Stefan Gerhold, Antoine Jacquier, Henry Stone, 2021, Journal of Applied Probability.

Asymptotics for volatility derivatives in multi-factor rough volatility models

Henry Stone, Aitor Muguruza, Chloe Lacombe, 2021 .