Concepedia

Claude Martini

CM

Statistics

Publications

10

Citations

583

H-Index

10

Active since

1999

Affiliations

Institut national de recherche en sciences et technologies du numérique(Current)

Claude Martini is an author at Institut national de recherche en sciences et technologies du numérique specializing in business, option pricing, and financial economics.

ORCID

Publications per year

1999–2019

10

Publications

10

A theoretical framework for the pricing of contingent claims in the presence of model uncertainty

Laurent Denis, Claude Martini · The Annals of Applied Probability · 2006 · 359 citations · Full text

, , +17

On VIX futures in the rough Bergomi model

Antoine Jacquier, Claude Martini, Aitor Muguruza · Quantitative Finance · 2017 · 62 citations

, , +17

The<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si6.gif" display="inline" overflow="scroll"><mml:mi>α</mml:mi></mml:math>-hypergeometric stochastic volatility model

José Da Fonseca, Claude Martini · Stochastic Processes and their Applications · 2015 · 32 citations

, , +8

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

A stochastic conflict detection model revisited

Karine Blin, Marianne Akian, Frédéric Bonnans et al. · 18th Applied Aerodynamics Conference · 2000 · 21 citations

, , +13

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