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Reghai, Adil's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
1,559 |
Total
Citations
0 |
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1.
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Reghai, Adil
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23 Mar 09
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Last Revised:
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07 May 09
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617
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Stochastic volatility, local volatility, approximation formulae
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2.
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Reghai, Adil
Klaeyle, Vincent
affiliation not provided to SSRN Boukhaffa, Amine
affiliation not provided to SSRN
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337
(42,083)
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LSV models, local volatility, calibration, pricing, hedging, vega, asymptotics
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3.
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Reghai, Adil
Boya, Gilles
Independent Vong, Ghislain
Independent
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20 Feb 12
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Last Revised:
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23 Jan 13
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294
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Local volatility, calibration, fixed point algorithm, Operator Methods, Fast Discrete Random Number simulation, Magnus
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4.
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Reghai, Adil
Boya, Gilles
affiliation not provided to SSRN
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136
(106,619)
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volatility, dividends, smile, conversion, analytical proxy
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5.
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Reghai, Adil
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114
(122,984)
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approximation, local volatility, implied volatility, most likely path, most likely stream
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6.
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Alaoui, Ahmed El
Ecole Polytechnique, Paris Reghai, Adil
Ecole Polytechnique, Paris
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23 Jan 13
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Last Revised:
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25 Jan 13
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61
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CVA, DVA, FVA, Collateral, PDE, Non Linear, Equity Swap
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Records 1 -
6
of 6 matches
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