Pierre-Edouard Arrouy
From MaRDI portal
Person:2094841
Available identifiers
zbMath Open arrouy.pierre-edouardMaRDI QIDQ2094841
List of research outcomes
| 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
Doctoral students
No records found.
Known relations from the MaRDI Knowledge Graph
| Property | Value |
|---|---|
| MaRDI profile type | MaRDI person profile |
| instance of | human |
This page was built for person: Pierre-Edouard Arrouy
