John Crosby
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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!
| Publication | Date of Publication | Type |
|---|---|---|
| Dark Matter in (Volatility and) Equity Option Risk Premiums Operations Research | 2023-01-10 | Paper |
| A class of Lévy process models with almost exact calibration to both barrier and vanilla FX options Quantitative Finance | 2010-12-20 | Paper |
| Approximating Lévy processes with a view to option pricing International Journal of Theoretical and Applied Finance | 2010-05-19 | Paper |
| Pricing a class of exotic commodity options in a multi-factor jump-diffusion model Quantitative Finance | 2009-02-23 | Paper |
| A multi-factor jump-diffusion model for commodities† Quantitative Finance | 2008-05-15 | Paper |
Research outcomes over time
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