Pierre-Edouard Arrouy
From MaRDI portal
Person:2094841
Available identifiers
zbMath Open arrouy.pierre-edouardMaRDI QIDQ2094841
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 | 2022-11-08 | Paper |
| Jacobi stochastic volatility factor for the LIBOR market model | 2022-09-26 | Paper |
| Fast calibration of the libor market model with stochastic volatility and displaced diffusion | 2020-06-18 | Paper |
Research outcomes over time
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