Grégory Rayée

Publication Activity (10 Years)

Years Active: 2017-2022
Publications (10 Years): 2

Top Topics

Point Processes

Top Venues

Eur. J. Oper. Res.

Publications

Laura Ballotta, Grégory Rayée
Smiles & smirks: Volatility and leverage by jumps. Eur. J. Oper. Res. 298 (3) (2022)
Laura Ballotta, Griselda Deelstra, Grégory Rayée
Multivariate FX models with jumps: Triangles, Quantos and implied correlation. Eur. J. Oper. Res. 260 (3) (2017)