Ismail Laachir

Identifiers

• name variant Ismail Laachir 0.60 · backfill

Papers (2)

1. Robust calibration and arbitrage-free interpolation of SSVI slices q-fin.CP · 2018 · author #4
2. Change of numeraire in the two-marginals martingale transport problem math.PR · 2014 · author #2

Mentions

• 1406.6951 #2 · backfill · confidence 0.70 Ismail Laachir

Frequent Coauthors

• Claude Martini 2 shared papers
• Jacopo Corbetta 1 shared papers
• Luciano Campi 1 shared papers
• Pierre Cohort 1 shared papers