4 citations · 8 across the 17 of their papers we have counts for
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q-fin.PR2022
Unbiasing and robustifying implied volatility calibration in a cryptocurrency market with large bid-ask spreads and missing quotes
Mnacho Echenim, Emmanuel Gobet, Anne-Claire Maurice
We design a novel calibration procedure that is designed to handle the specific characteristics of options on cryptocurrency markets, namely large bid-ask spreads and the possibili…
cs.LO2022
Two Results on Separation Logic With Theory Reasoning
Mnacho Echenim, Nicolas Peltier
Two results are presented concerning the entailment problem in Separation Logic with inductively defined predicate symbols and theory reasoning. First, we show that the entailment…
cs.LO2022★ 2 cited
A Proof Procedure For Separation Logic With Inductive Definitions and Theory Reasoning
Mnacho Echenim, Nicolas Peltier
A proof procedure, in the spirit of the sequent calculus, is proposed to check the validity of entailments between Separation Logic formulas combining inductively defined predicate…