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Gregory Pelts

  • BlackRock Inc
  • 1h-indexImpact measure calculated using publication and citation counts. Updated daily.
  • 2CitationsNumber of citations received by Gregory's publications. Updated daily.

Research interests

non-commutative geometrygroup theoryquantitative finance

Publications (5)

  • Unspanned Stochastic Volatility, Conformal Symmetries, and Stochastic Time

    • Pelts G
    N/AReaders
    N/ACitations
  • Unspanned Stochastic Volatility, Conformal Symmetries, and Stochastic Time

    • Pelts G
    N/AReaders
    N/ACitations
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  • Unspanned Stochastic Volatility & Conformal Symmetry (Presentation Slides)

    • Pelts G
    N/AReaders
    N/ACitations
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  • No El Dorado Principle (Presentation Slides)

    • Pelts G
    N/AReaders
    N/ACitations
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  • Adaptive Curve Evolution Model

    • Pelts G
    N/AReaders
    N/ACitations
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Professional experience

BlackRock Inc