VOLATILITY DERIVATIVES AND MODEL-FREE IMPLIED LEVERAGE (Q5411986): Difference between revisions

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+PUT‐CALL SYMMETRY: EXTENSIONS AND APPLICATIONS
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+Normal rank
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+The mathematics of arbitrage
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+Asymptotic analysis for stochastic volatility: Edgeworth expansion
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+Asymptotic analysis for stochastic volatility: martingale expansion
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+THE NORMALIZING TRANSFORMATION OF THE IMPLIED VOLATILITY SMILE
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+MODEL-FREE IMPLIED VOLATILITY: FROM SURFACE TO INDEX
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+On pathwise stochastic integration
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+Contrast-based information criterion for ergodic diffusion processes from discrete observations
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+Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equations
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