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1

No-arbitrage bounds for the forward smile given marginals

Badikov, Sergey, Jacquier, Antoine, Liu, Daphne Qing, Roome, Patrick

Journal:

Quantitative Finance

Year:

2017

Language:

english

File:

PDF, 1.51 MB

english, 2017

2

Asymptotic Behavior of the Fractional Heston Model

Guennoun, Hamza, Jacquier, Antoine, Roome, Patrick, Shi, Fangwei

Journal:

SIAM Journal on Financial Mathematics

Year:

2018

Language:

english

File:

PDF, 817 KB

english, 2018

3

The Small-Maturity Heston Forward Smile

Jacquier, Antoine, Roome, Patrick

Journal:

SIAM Journal on Financial Mathematics

Year:

2013

Language:

english

File:

PDF, 421 KB

english, 2013

4

Asymptotics of Forward Implied Volatility

Jacquier, Antoine, Roome, Patrick

Journal:

SIAM Journal on Financial Mathematics

Year:

2015

Language:

english

File:

PDF, 497 KB

english, 2015

5

Corporate environmental management and sustainable enterprise: the influence of information processing and decision styles

Susanne Sweet, Nigel Roome, Patrick Sweet

Journal:

Business Strategy and the Environment

Year:

2003

Language:

english

File:

PDF, 109 KB

english, 2003

6

Black–Scholes in a CEV random environment

Jacquier, Antoine, Roome, Patrick

Journal:

Mathematics and Financial Economics

Year:

2018

Language:

english

File:

PDF, 764 KB

english, 2018

7

Quantitation and detection of isotypes of ANTI-SS-B antibodies by elisa and farr assays using affinity purified antigens

PATRICK J. W. Venables, Peter J. Charles, RUSSELL R. C. Buchanan, Tung Yi, Patricia A. Mumford, Leslie Schrieber, GERALDINE R. W. Room, Ravinder N. Maini

Journal:

Arthritis & Rheumatism

Year:

1983

Language:

english

File:

PDF, 804 KB

english, 1983

8

Large-maturity regimes of the Heston forward smile

Jacquier, Antoine, Roome, Patrick

Journal:

Stochastic Processes and their Applications

Year:

2016

Language:

english

File:

PDF, 623 KB

english, 2016

9

SPIE Proceedings [SPIE Photonics Technologies for Robotics, Automation, and Manufacturing - Providence, RI (Monday 27 October 2003)] Wavelet Applications in Industrial Processing - Estimation of anisotropic blur for the restoration of confocal images

Rooms, Filip, Philips, Wilfried, Van Oostveldt, Patrick, Truchetet, Frederic

Year:

2004

Language:

english

File:

PDF, 866 KB

english, 2004

10

The Small-Maturity Heston Forward Smile

Jacquier, Antoine, Roome, Patrick

Journal:

SSRN Electronic Journal

Year:

2013

Language:

english

File:

PDF, 343 KB

english, 2013

11

[ACM Press the 12th annual ACM international conference - New York, NY, USA (2004.10.10-2004.10.16)] Proceedings of the 12th annual ACM international conference on Multimedia - MULTIMEDIA '04 - Do not zero-pute

De Smet, Patrick, Rooms, Filip, Luong, Hi�p Quang, Philips, Wilfried

Year:

2004

Language:

english

File:

PDF, 71 KB

english, 2004

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