Presidential Professor
Baruch College
City University of New York (CUNY)

Department of Mathematics
Box B6-230
One Bernard Baruch Way
New York, NY 10010, USA

Phone: 646.312.4134
Email: jim.gatheral@baruch.cuny.edu

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My research concerns stochastic volatility, with an emphasis on rough volatility and Volterra-type models, as well as volatility surface modeling and market microstructure.