Stephen Taylor

From MaRDI portal
Person:221833

Available identifiers

zbMath Open taylor.stephen-jMaRDI QIDQ221833

List of research outcomes





PublicationDate of PublicationType
Explicit density approximations for local volatility models using heat kernel expansions2016-11-11Paper
https://portal.mardi4nfdi.de/entity/Q34024452010-02-04Paper
Distinguishing short and long memory volatility specifications2008-12-15Paper
https://portal.mardi4nfdi.de/entity/Q54459412008-03-06Paper
https://portal.mardi4nfdi.de/entity/Q35923662007-09-13Paper
Minimal Surface Linear Combinatoin Theorem2006-10-23Paper
https://portal.mardi4nfdi.de/entity/Q33743052006-03-09Paper
Forecasting S\&P 100 volatility: The incremental information content of implied volatilities and high-frequency index returns2002-03-06Paper
MODELING STOCHASTIC VOLATILITY: A REVIEW AND COMPARATIVE STUDY1998-01-21Paper
Non-Stationarity in Sugar Prices1978-01-01Paper

Research outcomes over time

This page was built for person: Stephen Taylor

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Person:221833&oldid=7405643"
Powered by MediaWiki