The following pages link to Julien Guyon (Q850026):
Displaying 10 items.
- Euler scheme and tempered distributions (Q850027) (← links)
- Bounds for VIX futures given S{\&}P 500 smiles (Q2364530) (← links)
- Limit theorems for bifurcating Markov chains. Application to the detection of cellular aging (Q2475031) (← links)
- (Q3550822) (← links)
- Short Communication: Inversion of Convex Ordering: Local Volatility Does Not Maximize the Price of VIX Futures (Q5112529) (← links)
- Inversion of convex ordering in the VIX market (Q5139256) (← links)
- (Q5396410) (← links)
- Statistical Study of Cellular Aging (Q5695352) (← links)
- The VIX Future in Bergomi Models: Fast Approximation Formulas and Joint Calibration with S&P 500 Skew (Q5872885) (← links)
- Dispersion-constrained martingale Schrödinger problems and the exact joint S\&P 500/VIX smile calibration puzzle (Q6181516) (← links)
