Concepedia

Ismail Laachir

IL

Statistics

Publications

3

Citations

60

H-Index

3

Active since

2016

Affiliations

Practical Action(Current)

Ismail Laachir is an author at Practical Action specializing in option pricing, quantitative finance, and business.

Publications per year

2016–2019

3

Publications

3

Change of numeraire in the two-marginals martingale transport problem

Luciano Campi, Ismail Laachir, Claude Martini · Finance and Stochastics · 2016 · 32 citations · Full text

, , +12

Gas Storage Valuation and Hedging: A Quantification of Model Risk

Patrick Hénaff, Ismail Laachir, Francesco Russo · International Journal of Financial Studies · 2018 · 15 citations · Full text

, , +17

Robust calibration and arbitrage-free interpolation of SSVI slices

Jacopo Corbetta, Pierre Cohort, Ismail Laachir et al. · Decisions in Economics and Finance · 2019 · 13 citations

, , +11

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