Valdo Durrleman
From MaRDI portal
Person:3516425
Available identifiers
zbMath Open durrleman.valdoWikidataQ102279986 ScholiaQ102279986MaRDI QIDQ3516425
List of research outcomes
| Publication | Date of Publication | Type |
|---|---|---|
| Nonparametric estimation for stochastic volatility models | 2011-04-06 | Paper |
| Coupling smiles | 2008-11-18 | Paper |
| Convergence of At-The-Money Implied Volatilities to the Spot Volatility | 2008-08-05 | Paper |
| Pricing and Hedging Spread Options | 2004-01-20 | Paper |
Research outcomes over time
Doctoral students
No records found.
Known relations from the MaRDI Knowledge Graph
| Property | Value |
|---|---|
| MaRDI profile type | MaRDI person profile |
| instance of | human |
This page was built for person: Valdo Durrleman
