Alexandre Zhou
- Existence of a calibrated regime switching local volatility model and new fake Brownian motions
2016/06/30 by Benjamin Jourdain, Jourdain, Benjamin, Alexandre Zhou +1 · 2 citations
Economics, Econometrics and Finance · Social Sciences · #FOS: Economics and business #FOS: Mathematics #Financial Risk and Volatility Modeling #Insurance, Mortality, Demography, Risk Management #Mathematical Finance (q-fin.MF) #Probability (math.PR) #Stochastic processes and financial applications