A bootstrapping market implied moment matching calibration for models with time-dependent parameters. - Florence Guillaume; Wim Schoutens (J. Comput. Appl. Math., 2014)

Heston Model: The Variance Swap Calibration. - Florence Guillaume; Wim Schoutens (J. Optim. Theory Appl., 2014)

Linearised data-driven LSTM-based control of multi-input HVAC systems. - Andreas Hinderyckx; Florence Guillaume (L4DC, 2024)