Showing 1 - 3 results of 3 for search 'Loeper, G', query time: 0.02s
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1
Joint calibration of local volatility models with stochastic interest rates using semimartingale optimal transport by Joseph, B, Loeper, G, Obloj, J
Published 2024Journal article -
2
Joint modelling and calibration of SPX and VIX by optimal transport by Guo, I, Loeper, G, Obłój, J, Wang, S
Published 2022Journal article -
3
Optimal transport for model calibration by Guo, I, Loeper, G, Obloj, J, Wang, S
Published 2022Journal article