4. Physics
  5. Condensed Matter
  6. Other Condensed Matter

Benoit Pochart

Physics – Condensed Matter – Other Condensed Matter

Scientist

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A Merton-Like Approach to Pricing Debt based on a non-Gaussian Asset Model

Physics – Condensed Matter – Other Condensed Matter
Scientific paper

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Option pricing and hedging with minimum local expected shortfall

Physics – Condensed Matter
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The skewed multifractal random walk with applications to option smiles

Physics – Condensed Matter
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Profile ID: LFWR-SCP-P-243307

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