Cyril Coste

Identifiers

• name variant Cyril Coste 0.60 · backfill

Papers (5)

1. Series representation of the pricing formula for the European option driven by space-time fractional diffusion q-fin.MF · 2017 · author #2
2. Regularization and analytic option pricing under $\alpha$-stable distribution of arbitrary asymmetry q-fin.PR · 2016 · author #2
3. Distributional Mellin calculus in $\mathbb{C}^n$, with applications to option pricing q-fin.PR · 2016 · author #2
4. Non-Gaussian analytic option pricing: a closed formula for the L\'evy-stable model q-fin.PR · 2016 · author #2
5. The StressVaR: A New Risk Concept for Superior Fund Allocation q-fin.RM · 2009 · author #1

Mentions

• 0911.4030 #1 · backfill · confidence 0.70 Cyril Coste

Frequent Coauthors

• Jan Korbel 4 shared papers
• Jean-Philippe Aguilar 4 shared papers
• Hagen Kleinert 2 shared papers
• Ilija I. Zovko 1 shared papers
• Raphael Douady 1 shared papers