Concepedia

Alexandre Antonov

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Publications

9

Citations

178

H-Index

9

Active since

2006

Affiliations

Bloomberg (United States)(Current)

Alexandre Antonov is an author at Bloomberg (United States) specializing in option pricing, economics, and financial economics.

ORCID

Publications per year

2006–2017

9

Publications

9

The Free Boundary SABR: Natural Extension to Negative Rates

Alexandre Antonov, Michael Konikov, Michael Spector · SSRN Electronic Journal · 2015 · 45 citations · Full text

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Advanced Analytics for the SABR Model

Alexandre Antonov, Michael Spector · SSRN Electronic Journal · 2012 · 31 citations · Full text

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Mixing SABR Models for Negative Rates

Alexandre Antonov, Michael Konikov, Michael Spector · SSRN Electronic Journal · 2015 · 20 citations · Full text

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Markovian Projection to a Displaced Volatility Heston Model

Alexandre Antonov, Matthieu Arneguy, Nicolas Audet · SSRN Electronic Journal · 2008 · 17 citations · Full text

, , +9

Markovian Projection onto a Displaced Diffusion: Generic Formulas with Applications

Alexandre Antonov, Timur Misirpashaev · SSRN Electronic Journal · 2006 · 15 citations · Full text

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