Aditi Dandapani

Aditi Dandapani is a Post-Doc at École Polytechnique, working on:

• Rough Volatility
• The connection between micro/macro scales

She has a Ph.D in Applied Mathematics from Columbia University.

Papers:

• From quadratic Hawkes processes to super-Heston rough volatility models with Zumbach effect with Paul Jusselin and Mathieu Rosenbaum
• Strict Local Martingales via Filtration Enlargement