4 citations · 5 across the 2 of their papers we have counts for
2 papers
cond-mat.other2005★ 4 cited
A General Asymptotic Implied Volatility for Stochastic Volatility Models
Pierre Henry-Labordere
In this paper, we derive a general asymptotic implied volatility at the first-order for any stochastic volatility model using the heat kernel expansion on a Riemann manifold endowe…
hep-th2003★ 1 cited
Symmetries in M-theory: Monsters, Inc
Pierre Henry-Labordere, Bernard Julia, Louis Paulot
We will review the algebras which have been conjectured as symmetries in M-theory. The Borcherds algebras, which are the most general Lie algebras under control, seem natural candi…