Bruno Feunou

Available identifiers

zbMath Open feunou.brunoMaRDI QIDQ1621625

List of research outcomes

Publication	Date of Publication	Type
A Stochastic Volatility Model With Conditional Skewness	2025-01-20	Paper
Generalized Autoregressive Positive-valued Processes	2024-10-28	Paper
What model for the target rate	2023-04-19	Paper
Fourier inversion formulas for multiple-asset option pricing	2023-03-07	Paper
Time-varying crash risk embedded in index options: the role of stock market liquidity	2021-10-19	Paper
Implied volatility and skewness surface	2018-11-09	Paper
Non-Markov Gaussian Term Structure Models: The Case of Inflation*	2018-11-09	Paper
Risk Premium, Variance Premium, and the Maturity Structure of Uncertainty	2018-11-07	Paper

Research outcomes over time

This page was built for person: Bruno Feunou