Bourgade Paul

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In this paper, we study a family of stochastic volatility processes ; this family features a mean reversion term for the volatility and a double CEV-like exponent that generalizes SABR and Heston’s models. We derive approximated closed form formulas for the digital prices, the local and implied volatilities. Our formulas are efficient for small maturities.(More)
Z. Ahmed, D. S. Akerib, E. Armengaud, S. Arrenberg, C. Augier, C. N. Bailey, D. Balakishiyeva, L. Baudis, D. A. Bauer, A. Benoı̂t, L. Bergé, J. Blümer, P. L. Brink, A. Broniatowski, T. Bruch, V. Brudanin, R. Bunker, B. Cabrera, D. O. Caldwell, B. Censier, M. Chapellier, G. Chardin, F. Charlieux, J. Cooley, P. Coulter, G. A. Cox, P. Cushman, M. Daal, X.(More)
Photograph Abstract Among the ground state charmed hadrons the 0 c is the least known particle. It has so far been observed in a few decay channels only and with low statistics. Using a data sample of 1993 from the CERN hyperon beam experiment WA89 the 0 c has been found in 7 decay modes which cover nal states with ? , ? and. We present a measurement of the(More)
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