Floc'h, Fabien Le

1. Roughness of the Implied Volatility
   2022/07/11 by Floc'h, Fabien Le · 3 citations
   #FOS: Economics and business #Mathematical Finance (q-fin.MF)
2. More Robust Pricing of European Options Based on Fourier Cosine Series Expansions
   2020/05/27 by Fabien Le Floc’h, Floc'h, Fabien Le · 1 citation
   Economics, Econometrics and Finance · #Stochastic processes and financial applications #Capital Investment and Risk Analysis