Grégory Rayée

According to our database1, Grégory Rayée authored at least 2 papers between 2017 and 2022.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of five.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

On csauthors.net:

Bibliography

2022
Smiles & smirks: Volatility and leverage by jumps.
Eur. J. Oper. Res., 2022

2017
Multivariate FX models with jumps: Triangles, Quantos and implied correlation.
Eur. J. Oper. Res., 2017


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