Igor Florent
Author
Alternate names I Florent, Igor Florent
Institution HSBC Holdings
Past institutions HSBC Holdings, Banque de France
H-index: 3
I10-index: 3
Works count: 3
Citations count: 482
Computing the implied volatility in stochastic volatility models
2004 · Henri Berestycki, Jérôme Busca, et al. · Communications on Pure and Applied Mathematics
Asymptotics and calibration of local volatility models
2002 · Henri Berestycki, Jérôme Busca, et al. · Quantitative Finance
An inverse parabolic problem arising in finance
2000 · Henri Berestycki, Jérôme Busca, et al. · Comptes Rendus de l Académie des Sciences - Series I - Mathematics