R. Loeffen

According to our database, R. Loeffen authored at least 1 paper in 2018.

Collaborative distances:

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

2018

Option Pricing in a One-Dimensional Affine Term Structure Model via Spectral Representations.

M. Chazal, R. Loeffen, Pierre Patie

SIAM J. Financial Math., 2018