R. Bompis
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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!
| Publication | Date of Publication | Type |
|---|---|---|
| Analytical approximations of local-Heston volatility model and error analysis Mathematical Finance | 2018-08-16 | Paper |
| Forward implied volatility expansion in time-dependent local volatility models ESAIM: Proceedings and Surveys | 2016-01-29 | Paper |
| Stochastic approximation finite element method: analytical formulas for multidimensional diffusion process SIAM Journal on Numerical Analysis | 2015-04-08 | Paper |
| Asymptotic and non asymptotic approximations for option valuation Recent Developments in Computational Finance | 2013-09-24 | Paper |
Research outcomes over time
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