Fabien Le Floc'h
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Person:2292061
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 |
|---|---|---|
| Instabilities of explicit finite difference schemes with ghost points on the diffusion equation | 2023-08-08 | Paper |
| PRICING AMERICAN OPTIONS WITH THE RUNGE–KUTTA–LEGENDRE FINITE DIFFERENCE SCHEME International Journal of Theoretical and Applied Finance | 2021-08-24 | Paper |
| Model-free stochastic collocation for an arbitrage-free implied volatility. I. Decisions in Economics and Finance | 2020-01-31 | Paper |
Research outcomes over time
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