23 Avenue Guy de Collongue
EMLYON Business School
in Total Papers Downloads
Option pricing, Risk-neutral distribution, Implied volatility smile
Multi-factor stochastic volatility, Futures curve modelling, Option pricing, Calendar spread options, Crude oil, Fourier inversion methods
Arbitrage, Multi-Asset Derivative, Incomplete Market, Risk-Neutral Measure, Multivariate Distribution, Copula Function
Multi-Asset Derivative; Arbitrage; Incomplete Market; Risk-Neutral Measure; Multivariate Distribution; Copula Function
Risk Management, Risk Measure, Dependence Modelling,Two-Asset Derivative, Spread Option, Implied Correlation, Copula Function
Seasonal Commodities, Seasonal Volatility, Seasonal Correlation, Samuelson Effect, Stochastic Volatility, Calendar Spread Option, Multi-Factor Model, Joint Characteristic Function
Risk Management, Model Risk, Robustness and Sensitivity Analysis, Variance Swap, Forward-start option
Finance, Banking, Financial Modeling, Risk Management, Simulation, Bernstein Copulas, Random Matrices
Bernstein Copulas, Multi-asset Derivative Pricing, Approximation, Multivariate Distributions
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