Igor Florent
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Asymptotics and calibration of local volatility models Quantitative Finance | 2019-01-14 | Paper |
| Computing the implied volatility in stochastic volatility models Communications on Pure and Applied Mathematics | 2005-01-12 | Paper |
| An inverse parabolic problem arising in finance Comptes Rendus de l'Académie des Sciences - Series I - Mathematics | 2001-02-18 | Paper |
Research outcomes over time
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