4

The Misleading Value of Measured Correlation

Year:
2012
Language:
english
File:
PDF, 687 KB
english, 2012
5

The Non-Misleading Value of Inferred Correlation: An Introduction to the Cointelation Model

Year:
2013
Language:
english
File:
PDF, 29.19 MB
english, 2013
6

De-arbitraging With a Weak Smile: Application to Skew Risk

Year:
2013
Language:
english
File:
PDF, 1.02 MB
english, 2013
7

Introducing the Implied Volatility Surface Parametrization (IVP): Application to the FX Market

Year:
2015
Language:
english
File:
PDF, 958 KB
english, 2015
15

A Bottom-up Approach to the Financial Markets

Year:
2019
Language:
english
File:
PDF, 8.59 MB
english, 2019