Cyril Grunspan

De Vinci Research Center


Publications


Journal Articles

Yann Braouezec; Cyril Grunspan

Option Pricing Bounds in a Finite Market Model: A Simple Geometric Approach Using Barycentric Coordinates Journal Article

European Journal of Operational Research, 249 (1), pp. 270–280, 2016, ISSN: 0377-2217.

Abstract | Links | BibTeX

Cyril Grunspan

Hopf-Galois Systems and Kashiwara Algebras Journal Article

Communications in Algebra, 32 (9), pp. 3373-3389, 2008.

Abstract | Links | BibTeX

Cyril Grunspan

Quantizations of the Witt Algebra and of Simple Lie algebras in characteristic p Journal Article

Journal of Algebra, 280 (1), pp. 145-161, 2004.

Abstract | Links | BibTeX

Cyril Grunspan

Quantum Torsors Journal Article

Journal of Pure and Applied Algebra, (184), pp. 229-255, 2003.

Abstract | Links | BibTeX

Cyril Grunspan

Discrete Quantum Drinfeld-Sokolov Correspondence Journal Article

Communications in Mathematical Physics, 226 (3), pp. 627-662, 2002.

Abstract | Links | BibTeX

Cyril Grunspan

On Integrals of Motion of The Discrete Sine-Gordon System Journal Article

Letters in Mathematical Physics, 54 (2), pp. 101-121, 2000, ISSN: 1573-0530.

Abstract | Links | BibTeX

Unpublished

Cyril Grunspan

A Note on the Equivalence between the Normal and the Lognormal Implied Volatility : A Model Free Approach Unpublished

2011.

Abstract | Links | BibTeX

Cyril Grunspan

Asymptotic Expansions of the Lognormal Implied Volatility Unpublished

2011.

Abstract | Links | BibTeX

Cyril Grunspan

On Some Forms of Lie bialgebras and Quantum Groups Unpublished

2003.

BibTeX

Cyril Grunspan

Quantum Homogeneous Spaces and Toda Theory on Lattices Unpublished

1999.

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