Login / Signup
Florence Guillaume
Publication Activity (10 Years)
Years Active: 2014-2014
Publications (10 Years): 0
Top Topics
Recommender Systems
Analytical Models
Free Parameters
Parameter Estimates
Top Venues
J. Optim. Theory Appl.
J. Comput. Appl. Math.
</>
Publications
</>
Florence Guillaume
,
Wim Schoutens
A bootstrapping market implied moment matching calibration for models with time-dependent parameters.
J. Comput. Appl. Math.
271 (2014)
Florence Guillaume
,
Wim Schoutens
Heston Model: The Variance Swap Calibration.
J. Optim. Theory Appl.
161 (1) (2014)