Maxim Ulrich

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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!

PublicationDate of PublicationType
Implied volatility surfaces: a comprehensive analysis using half a billion option prices
Review of Derivatives Research
2024-03-19Paper
Option-implied information: What's the vol surface got to do with it?
Review of Derivatives Research
2020-11-10Paper


Research outcomes over time


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