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A stochastic control approach to option market making
El Aoud, Sofiene; Abergel, Frédéric - In: Market microstructure and liquidity 1 (2015) 1, pp. 1-43
Persistent link: https://www.econbiz.de/10011588196
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Nonparametric model calibration for derivatives
Abergel, Frédéric; Tachet des Combes, Rémy; Zaatour, … - In: Journal of mathematical finance 7 (2017) 3, pp. 571-596
Persistent link: https://www.econbiz.de/10011752333
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What drives option prices?
Abergel, Frédéric; Zaatour, Ridah - In: The journal of trading 7 (2012) 3, pp. 12-28
Persistent link: https://www.econbiz.de/10009670685