4. Physics
  5. High Energy Physics
  6. High Energy Physics - Theory

Louis Paulot

Physics – High Energy Physics – High Energy Physics - Theory

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A Dynamic Model for Credit Index Derivatives

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

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Asymptotic Implied Volatility at the Second Order with Application to the SABR Model

Economy – Quantitative Finance – Pricing of Securities
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Borcherds symmetries in M-theory

Physics – High Energy Physics – High Energy Physics - Theory
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Cosmological billiards and oxidation

Physics – High Energy Physics – High Energy Physics - Theory
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Efficient Pricing of CPPI using Markov Operators

Economy – Quantitative Finance – Computational Finance
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Profile ID: LFWR-SCP-P-141447

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