Ismail Laachir

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Papers (2)

1. Robust calibration and arbitrage-free interpolation of SSVI slices q-fin.CP · 2018 · author #4
2. Change of numeraire in the two-marginals martingale transport problem math.PR · 2014 · author #2

Mentions

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Frequent Coauthors

• Claude Martini 2 shared papers
• Jacopo Corbetta 1 shared papers
• Luciano Campi 1 shared papers
• Pierre Cohort 1 shared papers