Hervé Andrès

1. The implied volatility surface (also) is path-dependent
   2023/12/26 by Hervé Andrès, Andrès, Hervé, Alexandre Boumezoued +3 · 1 citation
   Economics, Econometrics and Finance · #Computational Finance (q-fin.CP) #Economic theories and models #FOS: Economics and business #Financial Risk and Volatility Modeling #Stochastic processes and financial applications
2. Approximation of stochastic insurer balance-sheet results using signatures of economic scenarios
   2026/07/27 by Hervé Andrès, Alexandre Boumezoued, Arthur Bourdon +1
   #q-fin.RM