Gr\'egory Ray\'ee

Identifiers

• name variant Gr\'egory Ray\'ee 0.60 · backfill

Papers (3)

1. Local Volatility Pricing Models for Long-dated FX Derivatives q-fin.PR · 2012 · author #2
2. Pricing Variable Annuity Guarantees in a Local Volatility framework q-fin.PR · 2012 · author #2
3. Vanna-Volga methods applied to FX derivatives : from theory to market practice q-fin.PR · 2009 · author #2

Mentions

• 1204.0633 #2 · arxiv_oai · confidence 0.70 Gr\'egory Ray\'ee
• 1204.0453 #2 · arxiv_oai · confidence 0.70 Gr\'egory Ray\'ee
• 0904.1074 #2 · arxiv_oai · confidence 0.70 Gr\'egory Ray\'ee
• 1204.0633 #2 · backfill · confidence 0.70 Gr\'egory Ray\'ee
• 1204.0453 #2 · backfill · confidence 0.70 Gr\'egory Ray\'ee
• 0904.1074 #2 · backfill · confidence 0.70 Gr\'egory Ray\'ee

Frequent Coauthors

• Griselda Deelstra 3 shared papers
• Fr\'ed\'eric Bossens 1 shared papers
• Nikos S. Skantzos 1 shared papers