Person:6092914
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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 |
|---|---|---|
| On the implied volatility of inverse options under stochastic volatility models Decisions in Economics and Finance | 2026-01-16 | Paper |
| On the implied volatility of European and Asian call options under the stochastic volatility Bachelier model International Journal of Theoretical and Applied Finance | 2025-06-12 | Paper |
| On the Implied Volatility of Asian Options Under Stochastic Volatility Models Applied Mathematical Finance | 2024-07-08 | Paper |
| On the Skew and Curvature of the Implied and Local Volatilities Applied Mathematical Finance | 2023-11-23 | Paper |
Research outcomes over time
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