Philip Stahl
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Person:2096156
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Martingale defects in the volatility surface and bubble conditions in the underlying Review of Derivatives Research | 2024-06-04 | Paper |
| Asymptotic extrapolation of model-free implied variance: exploring structural underestimation in the VIX index Review of Derivatives Research | 2022-11-16 | Paper |
Research outcomes over time
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