Florence Guillaume

A Bootstrapping Market Implied Moment Matching Calibration for Models with Time-Dependent Parameters

Wim Schoutens, Florence Guillaume, W. Schoutens, 2013, J. Comput. Appl. Math..

Heston Model: The Variance Swap Calibration

Wim Schoutens, Florence Guillaume, 2014, J. Optim. Theory Appl..

The αVG model for multivariate asset pricing: calibration and extension

Florence Guillaume, 2013 .