David García Lorite
From MaRDI portal
Person:5029931
Available identifiers
zbMath Open garcia-lorite.davidMaRDI QIDQ5029931
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 |
|---|---|---|
| On the Skew and Curvature of the Implied and Local Volatilities | 2023-11-23 | Paper |
| On smile properties of volatility derivatives: understanding the VIX skew | 2022-02-15 | Paper |
| Malliavin calculus in finance. Theory and practice. With a foreword by Dariusz Gatarek | 2021-01-27 | Paper |
Research outcomes over time
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