1

AN EXPLICIT IMPLIED VOLATILITY FORMULA

STEFANICA, DAN, RADOIČIĆ, RADOŠ
Journal:
International Journal of Theoretical and Applied Finance
Year:
2017
Language:
english
File:
PDF, 1.28 MB
english, 2017
2

On empty convex polygons in a planar point set

Rom Pinchasi, Radoš Radoičić, Micha Sharir
Journal:
Journal of Combinatorial Theory, Series A
Year:
2006
Language:
english
File:
PDF, 400 KB
english, 2006
3

The Zumbach effect under rough Heston

El Euch, Omar, Gatheral, Jim, Radoičić, Radoš, Rosenbaum, Mathieu
Journal:
Quantitative Finance
Year:
2019
Language:
english
File:
PDF, 806 KB
english, 2019
8

Exponentiation of conditional expectations under stochastic volatility

Alòs, Elisa, Gatheral, Jim, Radoičić, Radoš
Journal:
Quantitative Finance
Year:
2019
Language:
english
File:
PDF, 544 KB
english, 2019
9

Monotone paths in line arrangements

Radoš Radoičić, Géza Tóth
Journal:
Computational Geometry
Year:
2003
Language:
english
File:
PDF, 191 KB
english, 2003
10

Hamiltonian paths in Cayley graphs

Igor Pak, Radoš Radoičić
Journal:
Discrete Mathematics
Year:
2009
Language:
english
File:
PDF, 555 KB
english, 2009
11

On the Existence of Rainbow 4-Term Arithmetic Progressions

David Conlon, Veselin Jungić, Radoš Radoičić
Journal:
Graphs and Combinatorics
Year:
2007
Language:
english
File:
PDF, 76 KB
english, 2007
12

Rainbow solutions to the Sidon equation

Jacob Fox, Mohammad Mahdian, Radoš Radoičić
Journal:
Discrete Mathematics
Year:
2008
Language:
english
File:
PDF, 150 KB
english, 2008
13

Crossing patterns of semi-algebraic sets

Noga Alon, János Pach, Rom Pinchasi, Radoš Radoičić, Micha Sharir
Journal:
Journal of Combinatorial Theory, Series A
Year:
2005
Language:
english
File:
PDF, 274 KB
english, 2005
15

A dense planar point set from iterated line intersections

Dan Ismailescu, Radoš Radoičić
Journal:
Computational Geometry
Year:
2004
Language:
english
File:
PDF, 201 KB
english, 2004
19

An Explicit Implied Volatility Formula

Stefanica, Dan, Radoicic, Rados
Journal:
SSRN Electronic Journal
Year:
2017
Language:
english
File:
PDF, 534 KB
english, 2017
20

A Ramsey-type result for the hypercube

Noga Alon, Radoš Radoičić, Benny Sudakov, Jan Vondrák
Journal:
Journal of Graph Theory
Year:
2006
Language:
english
File:
PDF, 157 KB
english, 2006
21

Nearly equal distances and Szemerédi's regularity lemma

János Pach, Radoš Radoičić, Jan Vondrák
Journal:
Computational Geometry
Year:
2006
Language:
english
File:
PDF, 242 KB
english, 2006
23

Saturated simple and k-simple topological graphs

Kynčl, Jan, Pach, János, Radoičić, Radoš, Tóth, Géza
Journal:
Computational Geometry
Year:
2015
Language:
english
File:
PDF, 603 KB
english, 2015
26

A Sharp Approximation for ATM-Forward Option Prices and Implied Volatilites

Stefanica, Dan, Radoicic, Rados
Journal:
SSRN Electronic Journal
Year:
2015
Language:
english
File:
PDF, 219 KB
english, 2015