Access Statistics for Grégory Rayée
Author contact details at EconPapers.
| Working Paper | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Local Volatility Pricing Models for Long-dated FX Derivatives | 0 | 0 | 0 | 27 | 1 | 3 | 6 | 149 |
| Pricing Variable Annuity Guarantees in a Local Volatility framework | 0 | 0 | 0 | 18 | 1 | 2 | 4 | 74 |
| Quanto Implied Correlation in a Multi-Lévy Framework | 0 | 0 | 0 | 5 | 1 | 3 | 4 | 53 |
| Vanna-Volga methods applied to FX derivatives: from theory to market practice | 0 | 1 | 1 | 107 | 2 | 13 | 28 | 315 |
| Total Working Papers | 0 | 1 | 1 | 157 | 5 | 21 | 42 | 591 |
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Local Volatility Pricing Models for Long-Dated FX Derivatives | 0 | 0 | 0 | 15 | 0 | 4 | 5 | 92 |
| Multivariate FX models with jumps: Triangles, Quantos and implied correlation | 0 | 0 | 0 | 6 | 1 | 5 | 6 | 75 |
| Pricing Variable Annuity Guarantees in a local volatility framework | 0 | 0 | 1 | 9 | 4 | 9 | 12 | 65 |
| USING MODEL-INDEPENDENT LOWER BOUNDS TO IMPROVE PRICING OF ASIAN STYLE OPTIONS IN LÉVY MARKETS | 0 | 0 | 0 | 1 | 1 | 2 | 4 | 18 |
| VANNA-VOLGA METHODS APPLIED TO FX DERIVATIVES: FROM THEORY TO MARKET PRACTICE | 0 | 1 | 2 | 9 | 2 | 7 | 12 | 83 |
| Total Journal Articles | 0 | 1 | 3 | 40 | 8 | 27 | 39 | 333 |
Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items
Top Working Paper series and Journals
Authors with papers registered in the RePEc Author Service.
Register yourself as an author or register more papers in the RePEc Author Service.
Authors with no registered papers
LogEc is hosted by the
Örebro University School of Business.
Questions or comments? Please see our explanation of how the statistics are collected or e-mail