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Stochastic Local Intensity Loss Models with Interacting Particle SystemsMathematical Finance, 2016, 26 (2), pp.366-394. ⟨10.1111/mafi.12059⟩
Journal articles
hal-00786239v1
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Some estimates in extended stochastic volatility models of Heston typeRisk and Decision Analysis, 2011, 2 (4), pp.195-206. ⟨10.3233/RDA-2011-0046⟩
Journal articles
hal-00676429v1
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