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Arneguy, Matthieu's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
2,550 |
Total
Citations
12 |
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1.
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Antonov, Alexandre Numerix Arneguy, Matthieu Numerix
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1,730
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3
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LMM, stochstic volatility, CMS swaps, CMS caps, CMS spread option, Markovian Projection
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2.
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Antonov, Alexandre Numerix Arneguy, Matthieu Numerix Audet, Nicolas Numerix - Quantitative Research
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820
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9
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Markovian projection, stochastic volatility, Heston model, Gyongy lemma, Heston/Hull-White correlated hybrid, FX-options approximation
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Records 1 -
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