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researcher

Fabien Le Floc’h

12 papers hereh-index 6104 citations45 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author11
  • first author1

Across the 12 of 12 papers where every author was matched, so the position is known.

fields
  • q-fin.CP5
  • q-fin.PR5
  • cs.DS1
  • q-fin.MF1

identity via Semantic Scholar / OpenAlex

activity
20202025
most citedNotes on the SWIFT method based on Shannon Wavelets for Option Pricing

2 citations · 3 across the 11 of their papers we have counts for

collaborators
Showing cs.DSShow all

1 paper · 1 filter

cs.DS2021

Entropy of Mersenne-Twisters

Fabien Le Floc'h

The Mersenne-Twister is one of the most popular generators of uniform pseudo-random numbers. It is used in many numerical libraries and software. In this paper, we look at the Komo…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.