M. Felpel
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 |
|---|---|---|
| Effective stochastic local volatility models Quantitative Finance | 2024-04-12 | Paper |
| Effective Markovian projection: application to CMS spread options and mid-curve swaptions Quantitative Finance | 2022-05-27 | Paper |
| Effective stochastic volatility: applications to ZABR-type models Quantitative Finance | 2021-12-01 | Paper |
Research outcomes over time
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