Risk.net has a podcast where the main quants are interviewed; appropriately, its name is Quantcast. Recently Mathieu Rosenbaum was interviewed and discussed the paper Roughening Heston (also published at Risk.net):
Risk.net has a podcast where the main quants are interviewed; appropriately, its name is Quantcast. Recently Mathieu Rosenbaum was interviewed and discussed the paper Roughening Heston (also published at Risk.net):