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 1 2 145
Pricing Variable Annuity Guarantees in a Local Volatility framework 0 0 0 18 1 1 1 71
Quanto Implied Correlation in a Multi-Lévy Framework 0 0 0 5 0 1 3 50
Vanna-Volga methods applied to FX derivatives: from theory to market practice 0 0 0 106 6 9 15 298
Total Working Papers 0 0 0 156 8 12 21 564


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 1 15 1 1 3 88
Multivariate FX models with jumps: Triangles, Quantos and implied correlation 0 0 1 6 0 0 2 70
Pricing Variable Annuity Guarantees in a local volatility framework 0 0 1 9 0 0 4 55
USING MODEL-INDEPENDENT LOWER BOUNDS TO IMPROVE PRICING OF ASIAN STYLE OPTIONS IN LÉVY MARKETS 0 0 0 1 0 0 1 15
VANNA-VOLGA METHODS APPLIED TO FX DERIVATIVES: FROM THEORY TO MARKET PRACTICE 0 1 1 8 1 4 5 76
Total Journal Articles 0 1 4 39 2 5 15 304


Statistics updated 2025-09-05