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R. Loeffen
Publication Activity (10 Years)
Years Active: 2018-2018
Publications (10 Years): 1
Top Topics
Sensitivity Analysis
Stochastic Process
Non Stationary
Top Venues
SIAM J. Financial Math.
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Publications
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M. Chazal
,
R. Loeffen
,
Pierre Patie
Option Pricing in a One-Dimensional Affine Term Structure Model via Spectral Representations.
SIAM J. Financial Math.
9 (2) (2018)