2

Realizing smiles: Options pricing with realized volatility

Year:
2013
Language:
english
File:
PDF, 775 KB
english, 2013
17

Higher-Order Infinitesimal Robustness

Year:
2012
Language:
english
File:
PDF, 564 KB
english, 2012
21

Infinitesimal Robustness for Diffusions

Year:
2010
Language:
english
File:
PDF, 290 KB
english, 2010
34

Stable Asymptotics for M -estimators

Year:
2015
Language:
english
File:
PDF, 819 KB
english, 2015
46

Realizing Smiles: Options Pricing with Realized Volatility

Year:
2011
Language:
english
File:
PDF, 556 KB
english, 2011