The following pages link to Claude Martini (Q171243):
Displayed 21 items.
- The \(\alpha\)-hypergeometric stochastic volatility model (Q265650) (← links)
- Change of numeraire in the two-marginals martingale transport problem (Q522059) (← links)
- A theoretical framework for the pricing of contingent claims in the presence of model uncertainty (Q997952) (← links)
- Harmonic polynomials on the white noise space (Q1282070) (← links)
- Spherical harmonics and irreducible representations of \(O(\infty)\) (Q1286332) (← links)
- Propagation of convexity by Markovian and martingalian semigroups (Q1288463) (← links)
- Item:Q171243 (redirect page) (← links)
- Approximation of American put prices by European prices via an embedding method. (Q1872409) (← links)
- On the marginal laws of one-dimensional stochastic integrals with uniformly elliptic integrand (Q1975232) (← links)
- Robust calibration and arbitrage-free interpolation of SSVI slices (Q2292060) (← links)
- Pricing and Hedging Discount Bond Options in the Presence of Model Risk * (Q2707036) (← links)
- Generalized Arbitrage-Free SVI Volatility Surfaces (Q2819096) (← links)
- (Q3154979) (← links)
- On VIX futures in the rough Bergomi model (Q4554409) (← links)
- Moment generating functions and normalized implied volatilities: unification and extension via Fukasawa’s pricing formula (Q4554443) (← links)
- (Q4854735) (← links)
- On VIX futures in the rough Bergomi model (Q4957230) (← links)
- Short Communication: Dynamics of Symmetric SSVI Smiles and Implied Volatility Bubbles (Q4988551) (← links)
- No Arbitrage SVI (Q5065089) (← links)
- On the support of extremal martingale measures with given marginals: the countable case (Q5203949) (← links)
- American prices embedded in European prices (Q5929646) (← links)