Ludovic Mathys
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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 |
|---|---|---|
| Intra‐Horizon expected shortfall and risk structure in models with jumps Mathematical Finance | 2023-09-28 | Paper |
| Geometric step options and Lévy models: duality, pides, and semi-analytical pricing Frontiers of Mathematical Finance | 2022-08-30 | Paper |
| JDOI variance reduction method and the pricing of American-style options Quantitative Finance | 2022-05-27 | Paper |
Research outcomes over time
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