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Rapuch, Grégory's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
416 |
Total
Citations
3 |
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1.
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Jouanin, Jean-Frédéric affiliation not provided to SSRN Rapuch, Grégory affiliation not provided to SSRN Riboulet, Gaël affiliation not provided to SSRN Roncalli, Thierry Universite d'Evry
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221
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Copulas, intensity models, Cox processes, Bessel processes, Moody's diversity score
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Coutant, Sophie Banque de France Durrleman, Valdo Ecole Polytechnique - Centre de Mathematiques Appliquees - CNRS Rapuch, Grégory affiliation not provided to SSRN Roncalli, Thierry Universite d'Evry
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195
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Copulas, risk-neutral distribution, change of numéraire, option pricing, implied multivariate RND
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3.
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Rapuch, Grégory affiliation not provided to SSRN Roncalli, Thierry Universite d'Evry
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Copulas, two-asset options, Spread, Basket, Min, Max, Best Of, Worst Of, supermodular order, concordance order, Fréchet bounds, Feynman-Kac representation, maximum principle, parabolic PDE
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