Souka\"ina Bruneau

Identifiers

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Papers (1)

1. Heath-Jarrow-Morton meet lifted Heston in energy markets for joint historical and implied calibration q-fin.MF · 2025 · author #2

Mentions

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Frequent Coauthors

• Dimitri Sotnikov 1 shared papers
• Eduardo Abi Jaber 1 shared papers
• Laurent Tur 1 shared papers
• Nathan De Carvalho 1 shared papers