Ismail Laachir

From MaRDI portal
Person:522058

Available identifiers

zbMath Open laachir.ismailMaRDI QIDQ522058

List of research outcomes





PublicationDate of PublicationType
Robust calibration and arbitrage-free interpolation of SSVI slices2020-01-31Paper
Change of numeraire in the two-marginals martingale transport problem2017-04-13Paper
BSDEs, càdlàg martingale problems, and orthogonalization under basis risk2016-06-15Paper
Gas storage valuation and hedging. A quantification of the model risk2013-12-13Paper

Research outcomes over time

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