Leo Neufcourt

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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
Expansion of a filtration with a stochastic process: the information drift
Numerical Algebra, Control and Optimization
2023-07-26Paper
Generalized arbitrage-free SVI volatility surfaces
SIAM Journal on Financial Mathematics
2016-09-28Paper
A third-moment theorem and precise asymptotics for variations of stationary Gaussian sequences
ALEA. Latin American Journal of Probability and Mathematical Statistics
2016-05-11Paper


Research outcomes over time


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