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 |
|---|---|---|
| Economic scenario generators: a risk management tool for insurance MathematicS In Action | 2022-11-08 | Paper |
| Jacobi stochastic volatility factor for the LIBOR market model Finance and Stochastics | 2022-09-26 | Paper |
| Fast calibration of the libor market model with stochastic volatility and displaced diffusion Journal of Industrial and Management Optimization | 2020-06-18 | Paper |
Research outcomes over time
This page was built for person: Pierre-Edouard Arrouy
