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 | 2 | 18 | 162 |
| Pricing Variable Annuity Guarantees in a Local Volatility framework | 0 | 0 | 0 | 18 | 0 | 1 | 11 | 81 |
| Quanto Implied Correlation in a Multi-Lévy Framework | 0 | 0 | 0 | 5 | 0 | 0 | 11 | 61 |
| Vanna-Volga methods applied to FX derivatives: from theory to market practice | 0 | 2 | 4 | 110 | 0 | 4 | 45 | 337 |
| Total Working Papers | 0 | 2 | 4 | 160 | 1 | 7 | 85 | 641 |
| 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 | 0 | 10 | 97 |
| Multivariate FX models with jumps: Triangles, Quantos and implied correlation | 0 | 0 | 1 | 7 | 0 | 0 | 13 | 83 |
| Pricing Variable Annuity Guarantees in a local volatility framework | 0 | 0 | 0 | 9 | 1 | 1 | 22 | 77 |
| USING MODEL-INDEPENDENT LOWER BOUNDS TO IMPROVE PRICING OF ASIAN STYLE OPTIONS IN LÉVY MARKETS | 0 | 0 | 0 | 1 | 0 | 1 | 6 | 21 |
| VANNA-VOLGA METHODS APPLIED TO FX DERIVATIVES: FROM THEORY TO MARKET PRACTICE | 0 | 0 | 1 | 9 | 0 | 1 | 14 | 89 |
| Total Journal Articles | 0 | 0 | 2 | 41 | 1 | 3 | 65 | 367 |
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