2

Pricing under rough volatility

Year:
2015
Language:
english
File:
PDF, 3.74 MB
english, 2015
3

Valuation of volatility derivatives as an inverse problem

Year:
2005
Language:
english
File:
PDF, 239 KB
english, 2005
5

Pinning the feminine user: gender scripts in Pinterests sign-up interface

Year:
2016
Language:
english
File:
PDF, 913 KB
english, 2016
9

Semi-closed form cubature and applications to financial diffusion models

Year:
2013
Language:
english
File:
PDF, 311 KB
english, 2013
11

REGULAR VARIATION AND SMILE ASYMPTOTICS

Year:
2009
Language:
english
File:
PDF, 96 KB
english, 2009
16

Local Volatility, Conditioned Diffusions, and Varadhan's Formula

Year:
2018
Language:
english
File:
PDF, 473 KB
english, 2018
17

A variation embedding theorem and applications

Year:
2006
Language:
english
File:
PDF, 106 KB
english, 2006
28

Partial differential equations driven by rough paths

Year:
2009
Language:
english
File:
PDF, 361 KB
english, 2009
30

Identification of immersed obstacles via boundary measurements

Year:
2005
Language:
english
File:
PDF, 262 KB
english, 2005
33

Malliavin calculus and rough paths

Year:
2011
Language:
english
File:
PDF, 172 KB
english, 2011
38

General rough integration, Lévy rough paths and a Lévy–Kintchine-type formula

Year:
2017
Language:
english
File:
PDF, 452 KB
english, 2017
45

A note on the notion of geometric rough paths

Year:
2006
Language:
english
File:
PDF, 258 KB
english, 2006
47

Differential equations driven by rough paths with jumps

Year:
2018
Language:
english
File:
PDF, 2.63 MB
english, 2018