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dr Guido Germano
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| e-mail: | ***@ucl.ac.uk |
| phone: | +44-20-31087105 |
| fax: | |
| web: | |
| interest(s): | |
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Affiliation: |
University College London
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| address: | Gower Street, London, WC1E6BT, United Kingdom | | phone: | +44-20-76792000 | | fax: | | | web: | http://www.ucl.ac.uk | |
Affiliation: |
London School of Economics and Political Science
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| address: | Houghton Street, London, WC2A2AE, United Kingdom | | phone: | +44-20-74057686 | | fax: | | | web: | http://www.lse.ac.uk | |
Participant: |
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Publications: |
- Consistency of local-stochastic volatility models in the FX market with respect to spot inversion and multiplication
- Improvement of numerical option pricing methods based on the Hilbert transform using spectral filtering
- Stability of calibration procedures: fractals in the Black-Scholes model
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