The following pages link to Elisa Alòs (Q591979):
Displayed 16 items.
- CVA AND VULNERABLE OPTIONS IN STOCHASTIC VOLATILITY MODELS (Q4994443) (← links)
- On the short-maturity behaviour of the implied volatility skew for random strike options and applications to option pricing approximation (Q5001108) (← links)
- On Smile Properties of Volatility Derivatives: Understanding the VIX Skew (Q5029932) (← links)
- The implied volatility of Forward-Start options: ATM short-time level, skew and curvature (Q5086415) (← links)
- Malliavin Calculus in Finance (Q5147682) (← links)
- Exponentiation of conditional expectations under stochastic volatility (Q5215433) (← links)
- Target volatility option pricing in the lognormal fractional SABR model (Q5234360) (← links)
- On the Curvature of the Smile in Stochastic Volatility Models (Q5280242) (← links)
- Malliavin differentiability of the Heston volatility and applications to option pricing (Q5387081) (← links)
- VALUATION OF BARRIER OPTIONS VIA A GENERAL SELF‐DUALITY (Q5739187) (← links)
- A fractional model for the COVID-19 pandemic: Application to Italian data (Q5859960) (← links)
- Introduction to Financial Derivatives with Python (Q5877493) (← links)
- Stochastic calculus with respect to Gaussian processes (Q5917508) (← links)
- Stochastic Stratonovich calculus fBm for fractional Brownian motion with Hurst parameter less than \(1/2\) (Q5950098) (← links)
- The asymptotic expansion of the regular discretization error of Itô integrals (Q6054137) (← links)
- On the Skew and Curvature of the Implied and Local Volatilities (Q6092915) (← links)