Jean-Loup Dupret
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Person:5061491
Available identifiers
zbMath Open dupret.jean-loupMaRDI QIDQ5061491
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 |
|---|---|---|
| A subdiffusive stochastic volatility jump model | 2023-08-02 | Paper |
| Impact of rough stochastic volatility models on long-term life insurance pricing | 2023-07-13 | Paper |
| Portfolio insurance under rough volatility and Volterra processes | 2022-03-11 | Paper |
Research outcomes over time
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