Scholar
Fabien Le Floc'h
Google Scholar ID: I5jL714AAAAJ
TU Delft
Computational Finance
Quantitative Finance
Follow
Google Scholar
↗
Citations & Impact
All-time
Citations
189
H-index
9
i10-index
8
Publications
20
Co-authors
2
list available
Contact
No contact links provided.
Publications
8 items
Implying Volatility: How Fast Can We Go?
2026
Cited
0
Faster Monotone Implied Volatility Solver
2026
Cited
0
Explicit Rational Formulae for Bachelier (Normal) Implied Volatility
2026
Cited
0
What Can Go Wrong During Caplet Stripping ?
2026
Cited
0
How to choose my stochastic volatility parameters? A review
2025
Cited
0
Revisiting Stochastic Collocation with Exponential Splines for an Arbitrage-Free Interpolation of Option Prices
2025
Cited
0
NUFFT for the Fast COS Method
2025
Cited
0
The Quadratic Local Variance Gamma Model: An Arbitrage-Free Interpolation of Class C3 for Option Prices
Jurnal derivate · 2023
Cited
0
Resume (English only)
Co-authors
2 total
Cornelis W. Oosterlee
Utrecht University, Mathematical Institute
Co-author 2
