Florence Guillaume

According to our database, Florence Guillaume authored at least 3 papers between 2014 and 2024.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of six.

2024

Linearised data-driven LSTM-based control of multi-input HVAC systems.

Andreas Hinderyckx, Florence Guillaume

Proceedings of the 6th Annual Learning for Dynamics & Control Conference, 2024

2014

Heston Model: The Variance Swap Calibration.

Florence Guillaume, Wim Schoutens

J. Optim. Theory Appl., 2014

A bootstrapping market implied moment matching calibration for models with time-dependent parameters.

Florence Guillaume, Wim Schoutens

J. Comput. Appl. Math., 2014