- Implied liquidity(2013)
Authors: Hansjoerg Albrecher, Florence Guillaume, Wim Schoutens
Pages: 48 - 67
- The $\alpha VG$ model for multivariate asset pricing(2013)
Authors: Florence Guillaume
Pages: 25 - 52
- Implied liquidity(2012)
Authors: José Manuel Corcuera, Florence Guillaume, Dilip B. Madan, Wim Schoutens
Pages: 80 - 91
- Sato two-factor models for multivariate option pricing(2012)
Authors: Florence Guillaume
Pages: 159 - 192
- Calibration risk(2012)
Authors: Florence Guillaume, Wim Schoutens
Pages: 57 - 79
- The generalized alpha-VG model(2011)
Authors: Florence Guillaume
Pages: 39 - 50
- Use a reduced Heston or reduce the use of Heston?(2010)
Authors: Florence Guillaume, Wim Schoutens
Pages: 171 - 192
- Pricing and hedging of CDO-squared tranches by using a one factor Lévy model(2009)
Authors: Florence Guillaume, Philippe Jacobs, Wim Schoutens
Pages: 663 - 685
- Implied Lévy volatility(2009)
Authors: José Manuel Corcuera, Florence Guillaume, Peter Leoni, Wim Schoutens
Pages: 383 - 393
- The standard VG volatility space model(2009)
Authors: Florence Guillaume, W. Schoutens
Number of pages: 1