Louis Paulot

Michigan Science Center — United States

Economics, Econometrics and Finance · Social Sciences

3h-index114citations13works0.02yr avg
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Research Topics

Stochastic processes and financial applications(12), Credit Risk and Financial Regulations(6), Insurance, Mortality, Demography, Risk Management(4), Banking stability, regulation, efficiency(3), Financial Risk and Volatility Modeling(2)

Publications13 total

Unbiased Monte Carlo Simulation of Diffusion Processes
SSRN Electronic Journal·2016· 1 citedOpen Access
Asymptotic Implied Volatility at the Second Order with Application to the SABR Model
Springer proceedings in mathematics & statistics·2015· 61 citedOpen Access
Parallel American Monte Carlo
SSRN Electronic Journal·2014Open Access
Arbitrage-Free Pricing Before and Beyond Probabilities
arXiv (Cornell University)·2013· 2 citedOpen Access
Arbitrage-Free Pricing Before and Beyond Probabilities
SSRN Electronic Journal·2013· 2 citedOpen Access
One-Dimensional Pricing of CPPI
Applied Mathematical Finance·2010Open Access
A Dynamic Model for Credit Index Derivatives
arXiv (Cornell University)·2009Open Access
A Dynamic Model for Credit Index Derivatives
arXiv (Cornell University)·2009Open Access
Efficient Pricing of CPPI using Markov Operators
2009Open Access
A Dynamic Model for Credit Index Derivatives
SSRN Electronic Journal·2009· 2 citedOpen Access
Efficient Pricing of CPPI Using Markov Operators
SSRN Electronic Journal·2009· 5 citedOpen Access
One-Dimensional Pricing of CPPI
SSRN Electronic Journal·2009· 2 citedOpen Access
Asymptotic Implied Volatility at the Second Order with Application to the SABR Model
SSRN Electronic Journal·2009· 39 citedOpen Access

Frequent Co-authors

Xavier Lacroze(4), Calypso Herrera(1)