Fabien Le Floc'h

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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!

PublicationDate of PublicationType
Instabilities of explicit finite difference schemes with ghost points on the diffusion equation2023-08-08Paper
PRICING AMERICAN OPTIONS WITH THE RUNGE–KUTTA–LEGENDRE FINITE DIFFERENCE SCHEME
International Journal of Theoretical and Applied Finance
2021-08-24Paper
Model-free stochastic collocation for an arbitrage-free implied volatility. I.
Decisions in Economics and Finance
2020-01-31Paper


Research outcomes over time


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