The following pages link to Florence Guillaume (Q2000689):
Displaying 11 items.
- Implied liquidity risk premia in option markets (Q2000692) (← links)
- Towards a \(\Delta\)-Gamma Sato multivariate model (Q2180296) (← links)
- Heston model: the variance swap calibration (Q2247916) (← links)
- The \(\alpha\)VG model for multivariate asset pricing: calibration and extension (Q2393159) (← links)
- A bootstrapping market implied moment matching calibration for models with time-dependent parameters (Q2517486) (← links)
- Implied Lévy volatility (Q3404095) (← links)
- PRICING AND HEDGING OF CDO-SQUARED TRANCHES BY USING A ONE FACTOR LÉVY MODEL (Q3643589) (← links)
- MULTIVARIATE OPTION PRICING MODELS WITH LÉVY AND SATO VG MARGINAL PROCESSES (Q4634638) (← links)
- Stochastic modelling of herd behaviour indices (Q4683112) (← links)
- Building multivariate Sato models with linear dependence (Q5234317) (← links)
- A moment matching market implied calibration (Q5397467) (← links)
