Valdo Durrleman
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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 |
|---|---|---|
| Nonparametric estimation for stochastic volatility models Finance and Stochastics | 2011-04-06 | Paper |
| Coupling smiles Quantitative Finance | 2008-11-18 | Paper |
| Convergence of At-The-Money Implied Volatilities to the Spot Volatility Journal of Applied Probability | 2008-08-05 | Paper |
| Pricing and Hedging Spread Options SIAM Review | 2004-01-20 | Paper |
Research outcomes over time
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