Fabien Heuwelyckx
Identifiers
- name variant Fabien Heuwelyckx 0.60 · backfill
Papers (2)
- The pricing of lookback options and binomial approximation q-fin.MF · 2015 · author #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
- Karl Grosse-Erdmann 1 shared papers