Hamza Guennoun und Pierre - Info zur Person

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papers.ssrn.com

(hybrid) local stochastic volatility models. Our algorithm is ...

papers.ssrn.com

In this paper, we study the calibration to market call prices C^{mkt}(t;K) of a local volatility model enhanced with jumps. Instead of giving an ...

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Discover and play music albums featuring Pierre Henry-Labordere and Hamza Guennoun by Quantcast – a Risk.net Cutting Edge podcast on desktop ...

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Stream Pierre Henry-Labordere and Hamza Guennoun by Quantcast – a Risk.net Cutting Edge podcast from desktop or your mobile device

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· Listen to Pierre Henry-Labordere And Hamza Guennoun and thirty-eight more episodes by Quantcast – A Risk.net Cutting Edge ...

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00:16:53 - Pierre Henry-Labordere and Hamza Guennoun discuss exotics calibration, machine learning and autocallable pricing

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