Claude Martini

Publication Activity (10 Years)

Years Active: 2016-2022
Publications (10 Years): 4

Top Topics

Communication Protocol

Financial Crisis

Implicit Polynomial

Top Venues

SIAM J. Financial Math.

Finance Stochastics

Publications

Claude Martini, Arianna Mingone
No Arbitrage SVI. SIAM J. Financial Math. 13 (1) (2022)
Mehdi El Amrani, Antoine Jacquier, Claude Martini
Short Communication: Dynamics of Symmetric SSVI Smiles and Implied Volatility Bubbles. SIAM J. Financial Math. 12 (2) (2021)
Luciano Campi, Ismail Laachir, Claude Martini
Change of numeraire in the two-marginals martingale transport problem. Finance Stochastics 21 (2) (2017)
Gaoyue Guo, Antoine Jacquier, Claude Martini, Leo Neufcourt
Generalized Arbitrage-Free SVI Volatility Surfaces. SIAM J. Financial Math. 7 (1) (2016)