Olivier Daviaud

Thick points for the Cauchy process

Olivier Daviaud, 2003, math/0310298.

Extremes of the discrete two-dimensional Gaussian free field

Olivier Daviaud, 2004, math/0406609.

Linking the Performance of Vanilla Options to the Volatility Premium

Olivier Daviaud, Abhishek Mukhopadhyay, 2021, SSRN Electronic Journal.