Romain Bompis

Available identifiers

zbMath Open bompis.romainMaRDI QIDQ2849672

List of research outcomes

Publication	Date of Publication	Type
Analytical approximations of local‐Heston volatility model and error analysis	2018-08-16	Paper
Forward implied volatility expansion in time-dependent local volatility models	2016-01-29	Paper
Stochastic Approximation Finite Element Method: Analytical Formulas for Multidimensional Diffusion Process	2015-04-08	Paper
Asymptotic and non asymptotic approximations for option valuation	2013-09-24	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Romain Bompis