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Guillaume, Florence's
Scholarly Papers
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Total Downloads
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Total
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1.
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Corcuera, José Manuel University of Barcelona - Faculty of Mathematics Guillaume, Florence KU Leuven Madan, Dilip B. University of Maryland - Robert H. Smith School of Business Schoutens, Wim KU Leuven - Department of Mathematics
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217
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Liquidity, bid-ask pricing, conic finance
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2.
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Guillaume, Florence KU Leuven Schoutens, Wim KU Leuven - Department of Mathematics
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75
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calibration, moment matching, exponential Levy models
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3.
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Guillaume, Florence KU Leuven Schoutens, Wim KU Leuven - Department of Mathematics Albrecher, Hansjoerg affiliation not provided to SSRN
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43
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implied liquidity, conic finance, model sensitivity, pre-and post crisis liquidity
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4.
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Guillaume, Florence KU Leuven Schoutens, Wim KU Leuven - Department of Mathematics
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21
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Heston model, Starting values, Variance term structure matching
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5.
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Guillaume, Florence KU Leuven Schoutens, Wim KU Leuven - Department of Mathematics
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8
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6.
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Guillaume, Florence KU Leuven Schoutens, Wim KU Leuven - Department of Mathematics
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Credit risk, CDOs-squared, collateralized debt obligations, correlation, copula, hedging
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Records 1 -
6
of 6 matches
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1
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