Guyon, Julien
466  Ergebnisse:
Personensuche X
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1

Volatility is (mostly) path-dependent:

Guyon, Julien ; Lekeufack, Jordan
Quantitative Finance.  23 (2023)  9 - p. 1221-1258 , 2023
 
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2

Dispersion-constrained martingale Schrödinger problems and ..:

Guyon, Julien
Finance and Stochastics.  28 (2023)  1 - p. 27-79 , 2023
 
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5

Three-dimensional pore network of kaolin using FIB-SEM imag..:

Ding, Yanzheng ; Bennai, Fares ; Jrad, Mohamad..
Particulate Science and Technology.  42 (2023)  5 - p. 815-831 , 2023
 
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7

The VIX Future in Bergomi Models: Fast Approximation Formul..:

Guyon, Julien
SIAM Journal on Financial Mathematics.  13 (2022)  4 - p. 1418-1485 , 2022
 
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8

"Choose your opponent": A new knockout design for hybrid to..:

Guyon, Julien
Journal of Sports Analytics.  8 (2022)  1 - p. 9-29 , 2022
 
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9

Risk of Collusion: Will Groups of 3 Ruin the FIFA World Cup:

Guyon, Julien
Journal of Sports Analytics.  6 (2021)  4 - p. 259-279 , 2021
 
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10

Inversion of convex ordering in the VIX market:

Guyon, Julien
Quantitative Finance.  20 (2020)  10 - p. 1597-1623 , 2020
 
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11

Short Communication: Inversion of Convex Ordering: Local Vo..:

Acciaio, Beatrice ; Guyon, Julien
SIAM Journal on Financial Mathematics.  11 (2020)  1 - p. SC1-SC13 , 2020
 
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