Fabien Le Floc'h

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Person:2292061

Available identifiers

zbMath Open le-floch.fabienMaRDI QIDQ2292061

List of research outcomes





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 SCHEME2021-08-24Paper
Model-free stochastic collocation for an arbitrage-free implied volatility. I.2020-01-31Paper

Research outcomes over time

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