Economy – Quantitative Finance – Pricing of Securities
Scientist
Economy
Quantitative Finance
Pricing of Securities
Scientist
A Fast Mean-Reverting Correction to Heston's Stochastic Volatility Model
Diversity and Arbitrage in a Regulatory Breakup Model
Perturbed Copula: Introducing the skew effect in the co-dependence
Small-time asymptotics for fast mean-reverting stochastic volatility models
Spectral Decomposition of Option Prices in Fast Mean-Reverting Stochastic Volatility Models
No associations
LandOfFree
Jean-Pierre Fouque does not yet have a rating. At this time, there are no reviews or comments for this scientist.
If you have personal experience with Jean-Pierre Fouque, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Jean-Pierre Fouque will most certainly appreciate the feedback.
Profile ID: LFWR-SCP-P-126081