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 |
|---|---|---|
| Extensions of Dupire Formula: Stochastic Interest Rates and Stochastic Local Volatility SIAM Journal on Financial Mathematics | 2023-06-01 | Paper |
| Calibrating local volatility models with stochastic drift and diffusion International Journal of Theoretical and Applied Finance | 2022-03-29 | Paper |
Research outcomes over time
This page was built for person: Orcan Ögetbil
