Ludovic Mathys
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Person:2170288
Available identifiers
zbMath Open mathys.ludovicMaRDI QIDQ2170288
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 |
|---|---|---|
| Intra‐Horizon expected shortfall and risk structure in models with jumps | 2023-09-28 | Paper |
| Geometric step options and Lévy models: duality, pides, and semi-analytical pricing | 2022-08-30 | Paper |
| JDOI variance reduction method and the pricing of American-style options | 2022-05-27 | Paper |
Research outcomes over time
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