| Probability-free models in option pricing : statistically indistinguishable dynamics and historical vs implied volatility
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2023 |
Brigo, Damiano |
| VIX and derivatives
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2023 |
Brenner, Menachem |
| Multivariate fractional Brownian motion and generalizations of SABR model
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2023 |
Musiela, Marek |
| Things we think we know
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2023 |
Rogers, Leonard C. G. |
| A neural network approach to understanding implied volatility movements
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2023 |
Cao, Jay |
| Modeling volatility risk in equity options market : a statistical approach
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2023 |
Dobi, Doris |
| Swap rate à la stock : Bermudan swaptions made easy
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2023 |
Gatarek, Dariusz |
| Contingent claims analysis in corporate finance
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2023 |
Crouhy, Michel |
| Probabilistic interpretation of Black implied volatility
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2023 |
Carr, Peter |
| Volatility is rough
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2023 |
Gatheral, Jim |
| Implied volatility asymptotics : Black-Scholes and beyond
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2023 |
Tankov, Peter |
| Old problems, classical methods, new solutions
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2023 |
Lipton, Alexander |
| 25 years of local volatility and beyond
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2023 |
Dupire, Bruno |
| Options markets in China : the new frontier
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2023 |
Li, Haitao |
| Cumulant formulas for implied volatility
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2023 |
Lee, Roger |
| The smile of stochastic volatility models
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2023 |
Guyon, Julien |
| A general theory of option pricing
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2023 |
Geršôn, Dāwid |
| Thirty years of derivatives market : originality of the French experience
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2023 |
El Karoui, Nicole |
| Option prices in the equity, index and commodity markets : the "message from markets"
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2023 |
Ronn, Ehud I. |
| Insider trading
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2023 |
Protter, Philip E. |
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