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F. Le Floc'h

11 papers hereh-index 00 citations0 works total

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

author position
  • sole author9
  • first author2

Across the 11 of 11 papers where every author was matched, so the position is known.

fields
  • q-fin.CP7
  • q-fin.PR2
  • math.NA1
  • q-fin.MF1

identity via Semantic Scholar / OpenAlex

activity
20222026
most citedRoughness of the Implied Volatility

1 citations · 1 across the 11 of their papers we have counts for

collaborators
Showing math.NAShow all

1 paper · 1 filter

math.NA2023

Instabilities of explicit finite difference schemes with ghost points on the diffusion equation

Fabien Le Floc'h

Ghost, or fictitious points allow to capture boundary conditions that are not located on the finite difference grid discretization. We explore in this paper the impact of ghost poi…

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