R. Bompis

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Person:2849672

Available identifiers

zbMath Open bompis.romainMaRDI QIDQ2849672

List of research outcomes





PublicationDate of PublicationType
Analytical approximations of local‐Heston volatility model and error analysis2018-08-16Paper
Forward implied volatility expansion in time-dependent local volatility models2016-01-29Paper
Stochastic Approximation Finite Element Method: Analytical Formulas for Multidimensional Diffusion Process2015-04-08Paper
Asymptotic and non asymptotic approximations for option valuation2013-09-24Paper

Research outcomes over time

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