1

ASYMPTOTICS OF IMPLIED VOLATILITY IN LOCAL VOLATILITY MODELS

Year:
2012
Language:
english
File:
PDF, 324 KB
english, 2012
2

Static-arbitrage upper bounds for the prices of basket options

Year:
2005
Language:
english
File:
PDF, 236 KB
english, 2005
4

Sharp Upper and Lower Bounds for Basket Options

Year:
2005
Language:
english
File:
PDF, 613 KB
english, 2005
5

Go away! Don’t bother me! I don’t want your money!

Year:
2003
Language:
english
File:
PDF, 140 KB
english, 2003
8

Generalized uncorrelated SABR models with a high degree of symmetry

Year:
2010
Language:
english
File:
PDF, 462 KB
english, 2010
23

Generating integrable one dimensional driftless diffusions

Year:
2006
Language:
french
File:
PDF, 153 KB
french, 2006