Florence Guillaume

According to our database1, Florence Guillaume authored at least 2 papers in 2014.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of six.

Timeline

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PhD thesis 
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Links

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Bibliography

2014
Heston Model: The Variance Swap Calibration.
J. Optim. Theory Appl., 2014

A bootstrapping market implied moment matching calibration for models with time-dependent parameters.
J. Comput. Appl. Math., 2014


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