- Towards a Δ-Gamma Sato multivariate model(2020)
Auteurs: Lynn Boen, Florence Guillaume
Pagina's: 1 - 39
- Implied liquidity risk premia in option markets(2019)
Auteurs: Florence Guillaume, Gero Junike, Peter Leoni, Wim Schoutens
Pagina's: 233 - 246
- Building multivariate Sato models with linear dependence(2019)
Auteurs: Lynn Boen, Florence Guillaume
Pagina's: 619 - 645
- Multivariate option pricing models with levy and sato vg marginal processes(2018)
Auteurs: Florence Guillaume
- Stochastic modelling of herd behaviour indices(2015)
Auteurs: Florence Guillaume, Daniel Linders
Pagina's: 1963 - 1977
- Bid-ask spread for exotic options under conic finance(2015)
Auteurs: Florence Guillaume, Wim Schoutens
Pagina's: 59 - 74
- The LIX(2015)
Auteurs: Florence Guillaume
Pagina's: 214 - 231
- A bootstrapping market implied moment matching calibration for models with time-dependent parameters(2014)
Auteurs: Florence Guillaume, Wim Schoutens
Pagina's: 100 - 116
- Heston model(2014)
Auteurs: Florence Guillaume, Wim Schoutens
Pagina's: 76 - 89
- A moment matching market implied calibration(2013)
Auteurs: Florence Guillaume, Wim Schoutens
Pagina's: 1359 - 1373