Statistics
Publications
5
Citations
223
H-Index
5
Active since
2004
Affiliations
Lorenzo Bergomi is an author at École nationale des ponts et chaussées specializing in volatility modeling, finance, and stochastic volatility models.
Publications per year
2004–2011
5
5
Lorenzo Bergomi · SSRN Electronic Journal · 2009 · 103 citations · Full text
Lorenzo Bergomi · SSRN Electronic Journal · 2005 · 54 citations · Full text
Lorenzo Bergomi · SSRN Electronic Journal · 2004 · 29 citations · Full text
Business, Finance, Mathematics +17
Lorenzo Bergomi · SSRN Electronic Journal · 2008 · 27 citations · Full text
The Smile in Stochastic Volatility Models
Lorenzo Bergomi, Julien Guyon · SSRN Electronic Journal · 2011 · 10 citations · Full text
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