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Fabien Heuwelyckx

Identifiers

  • name variant Fabien Heuwelyckx 0.60 · backfill

Papers (2)

  1. The pricing of lookback options and binomial approximation q-fin.MF · 2015 · author #2
  2. Convergence of European Lookback Options with Floating Strike in the Binomial Model q-fin.PR · 2013 · author #1

Mentions

  • 1502.02819 #2 · backfill · confidence 0.70 Fabien Heuwelyckx
  • 1302.2312 #1 · backfill · confidence 0.70 Fabien Heuwelyckx

Frequent Coauthors