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 |
|---|---|---|
| A model-free approach to multivariate option pricing Review of Derivatives Research | 2021-08-19 | Paper |
| Rearrangement algorithm and maximum entropy Annals of Operations Research | 2018-03-23 | Paper |
| The fine structure of equity-index option dynamics Journal of Econometrics | 2015-06-08 | Paper |
| Variance trading and market price of variance risk Journal of Econometrics | 2014-11-11 | Paper |
| A general framework for the derivation of asset price bounds: An application to stochastic volatility option models Review of Derivatives Research | 2009-11-23 | Paper |
| Estimation of risk-neutral densities using positive convolution approximation Journal of Econometrics | 2003-08-07 | Paper |
Research outcomes over time
This page was built for person: Oleg Bondarenko
