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Publications by Leo Neufcourt

Generalized Arbitrage-Free SVI Volatility Surfaces

SIAM Journal on Financial Mathematics

Applied Mathematics

Numerical Analysis

English

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Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle

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A Generalized Translation Theorem for Free Homeomorphisms of Surfaces

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Volatility of Volatility: A Simple Model-Free Motivation

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Change-Points in Affine Arbitrage-Free Term Structure Models

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Granular Free Surfaces

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