Florian Bourgey
- Weak approximations and VIX option price expansions in forward variance curve models
2022/02/21 by Florian Bourgey, Bourgey, Florian, Stefano De Marco +3 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · Engineering · #34E10 #60G15 #60G22 #60H07 #91G20 #FOS: Economics and business #Mathematical Finance (q-fin.MF) #Reservoir Engineering and Simulation Methods #Stochastic processes and financial applications #Stock Market Forecasting Methods