J

Researcher Profile

Julien Guyon

3

Publications

42

Citations

7

Co-Authors

3

Active Years

Publications

Open Access Journal Article Micro and Nanostructures May 01, 2023

Structural, optical and electrical properties of single-phase wurtzite ZnMgAlO thin films deposited by ultrasonic spray pyrolysis

Sourav Bose · Christy Fadel · Sidi Ould Saad Hamady · Olivier Perroud +3 more

10.1016/j.micrna.2023.207543 3 citations

Journal Article SIAM Journal on Financial Mathematics Dec 01, 2022

The VIX Future in Bergomi Models: Fast Approximation Formulas and Joint Calibration with S&P 500 Skew

10.1137/21m1437408 17 citations

Journal Article The Journal of Computational Finance Mar 01, 2011

Uncertain Volatility Model: A Monte-Carlo Approach

Julien Guyon · Pierre Henry-Labordère

10.21314/jcf.2011.233 22 citations

Publication Timeline

2023

1

2022

1

2011

1

Frequent Co-Authors

Sidi Ould Saad Hamady

Pierre Henry-Labordère

Nicolas Fressengeas

Olivier Perroud