John Crosby

Available identifiers

zbMath Open crosby.johnMaRDI QIDQ3064013

List of research outcomes

Publication	Date of Publication	Type
Dark Matter in (Volatility and) Equity Option Risk Premiums	2023-01-10	Paper
A class of Lévy process models with almost exact calibration to both barrier and vanilla FX options	2010-12-20	Paper
APPROXIMATING LÉVY PROCESSES WITH A VIEW TO OPTION PRICING	2010-05-19	Paper
Pricing a class of exotic commodity options in a multi-factor jump-diffusion model	2009-02-23	Paper
A multi-factor jump-diffusion model for commodities†	2008-05-15	Paper

Research outcomes over time

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