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