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Damien Ackerer · Study
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Author
Damien Ackerer
4 works
· latest 2019
· 1 institutions
cluster: provisional
ORCID 0000-0002-3408-2185
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Citations
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Most cited in this library
Deep Smoothing of the Implied Volatility Surface
2019 · 34 citations
Option Pricing with Orthogonal Polynomial Expansions
2017 · 28 citations
Linear credit risk models
2019 · 20 citations
The Jacobi stochastic volatility model
2018 · 15 citations
Works
4 shown
Linear credit risk models
Finance and Stochastics
·
2019
·
2 authors
·
Open access
20
citations
Deep Smoothing of the Implied Volatility Surface
SSRN Electronic Journal
·
2019
·
3 authors
·
preprint
·
Open access
34
citations
The Jacobi stochastic volatility model
Finance and Stochastics
·
2018
·
3 authors
·
Open access
15
citations
Option Pricing with Orthogonal Polynomial Expansions
Mathematical Finance
·
2017
·
2 authors
·
Open access
28
citations