The following pages link to Romain Bompis (Q2849672):
Displayed 4 items.
- Asymptotic and non asymptotic approximations for option valuation (Q2849673) (← links)
- Forward implied volatility expansion in time-dependent local volatility models (Q3465135) (← links)
- Analytical approximations of local‐Heston volatility model and error analysis (Q4581293) (← links)
- Stochastic Approximation Finite Element Method: Analytical Formulas for Multidimensional Diffusion Process (Q5245405) (← links)