Person

Damien Edouard Ackerer

This person is no longer with EPFL

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https://people.epfl.ch/damien.ackerer

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Damien Edouard Ackerer

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Linear credit risk models

Option pricing with orthogonal polynomial expansions

The Jacobi stochastic volatility model

Linear credit risk models

Option pricing with orthogonal polynomial expansions

The Jacobi stochastic volatility model