Andrès, Hervé

1. Signature-based validation of real-world economic scenarios
   2022/08/02 by Hervé Andrès, Alexandre Boumezoued, Andrès, Hervé +3 · 3 citations
   Decision Sciences · Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #FOS: Economics and business #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Risk and Portfolio Optimization #Statistical Finance (q-fin.ST) #Statistics Theory (math.ST)
2. 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