2

Modeling credit spreads under multifactor stochastic volatility

Year:
2014
Language:
english
File:
PDF, 448 KB
english, 2014
4

The Quanto Adjustment and the Smile

Year:
2012
Language:
english
File:
PDF, 251 KB
english, 2012
5

Dynamics of the implied volatility surface. Theory and empirical evidence

Year:
2014
Language:
english
File:
PDF, 259 KB
english, 2014
6

Investment decisions with financial constraints. Evidence from Spanish firms

Year:
2014
Language:
english
File:
PDF, 223 KB
english, 2014
7

Pricing volatility options under stochastic skew with application to the VIX index

Year:
2015
Language:
english
File:
PDF, 638 KB
english, 2015
8

Stochastic Skew and Target Volatility Options

Year:
2016
Language:
english
File:
PDF, 300 KB
english, 2016
11

Stochastic Skew and Target Volatility Options

Year:
2014
Language:
english
File:
PDF, 409 KB
english, 2014
12

Pricing Volatility Options Under Stochastic Skew with Application to the VIX Index

Year:
2014
Language:
english
File:
PDF, 435 KB
english, 2014