2

Closed-Form Implied Volatility Surfaces for Stochastic Volatility Models

Year:
2017
Language:
english
File:
PDF, 1.02 MB
english, 2017
31

Testing for jumps in noisy high frequency data

Year:
2012
Language:
english
File:
PDF, 936 KB
english, 2012
42

Pythagorean hodograph spline spirals that match

Year:
2015
Language:
english
File:
PDF, 1.02 MB
english, 2015