Laurent Devineau

Available identifiers

zbMath Open devineau.laurentMaRDI QIDQ635986

List of research outcomes

Publication	Date of Publication	Type
Fast calibration of the libor market model with stochastic volatility and displaced diffusion	2020-06-18	Paper
Mortality data reliability in an internal model	2018-03-01	Paper
Fast remote but not extreme quantiles with multiple factors: applications to Solvency II and enterprise risk management	2011-08-25	Paper

Research outcomes over time

This page was built for person: Laurent Devineau