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 | 2 | 4 | 8 | 151 |
| Pricing Variable Annuity Guarantees in a Local Volatility framework | 0 | 0 | 0 | 18 | 2 | 4 | 6 | 76 |
| Quanto Implied Correlation in a Multi-Lévy Framework | 0 | 0 | 0 | 5 | 2 | 5 | 6 | 55 |
| Vanna-Volga methods applied to FX derivatives: from theory to market practice | 0 | 1 | 1 | 107 | 5 | 10 | 32 | 320 |
| Total Working Papers | 0 | 1 | 1 | 157 | 11 | 23 | 52 | 602 |
| 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 | 3 | 6 | 8 | 95 |
| Multivariate FX models with jumps: Triangles, Quantos and implied correlation | 0 | 0 | 0 | 6 | 1 | 4 | 7 | 76 |
| Pricing Variable Annuity Guarantees in a local volatility framework | 0 | 0 | 1 | 9 | 5 | 12 | 17 | 70 |
| USING MODEL-INDEPENDENT LOWER BOUNDS TO IMPROVE PRICING OF ASIAN STYLE OPTIONS IN LÉVY MARKETS | 0 | 0 | 0 | 1 | 1 | 3 | 5 | 19 |
| VANNA-VOLGA METHODS APPLIED TO FX DERIVATIVES: FROM THEORY TO MARKET PRACTICE | 0 | 1 | 2 | 9 | 0 | 3 | 12 | 83 |
| Total Journal Articles | 0 | 1 | 3 | 40 | 10 | 28 | 49 | 343 |
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