Statistics
Publications
4
Citations
139
H-Index
4
Active since
2010
Sylvain Corlay is an author at Bloomberg (United States) specializing in business, stochastic processes, and simulation methods.
Publications per year
2010–2016
3
4
MULTIFRACTIONAL STOCHASTIC VOLATILITY MODELS
Sylvain Corlay, Joachim Lebovits, Jacques Lévy Véhel · Mathematical Finance · 2013 · 84 citations
Business, Finance, Mathematics +15
Functional Quantization Based Stratified Sampling Methods
Gilles Pagès, Sylvain Corlay · SSRN Electronic Journal · 2010 · 18 citations · Full text
Business, Biostatistics, Physics +13
B-spline techniques for volatility modeling
Sylvain Corlay · The Journal of Computational Finance · 2016 · 15 citations
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