Claude Martini

Orcid: 0000-0001-5124-0774

According to our database¹, Claude Martini authored at least 4 papers between 2016 and 2022.

Collaborative distances:

Dijkstra number² of six.
Erdős number³ of five.

Timeline

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Article

PhD thesis

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Bibliography

2022

No Arbitrage SVI.

[BibT_eX]

[DOI]

Claude Martini

Arianna Mingone

SIAM J. Financial Math., 2022

2021

Short Communication: Dynamics of Symmetric SSVI Smiles and Implied Volatility Bubbles.

[BibT_eX]

[DOI]

Mehdi El Amrani

Antoine Jacquier

Claude Martini

SIAM J. Financial Math., 2021

2017

Change of numeraire in the two-marginals martingale transport problem.

[BibT_eX]

[DOI]

Luciano Campi

Ismail Laachir

Claude Martini

Finance Stochastics, 2017

2016

Generalized Arbitrage-Free SVI Volatility Surfaces.

[BibT_eX]

[DOI]

SIAM J. Financial Math., 2016

Claude Martini

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