The following pages link to K. Ronnie Sircar (Q1012316):
Displaying 9 items.
- Financial modeling in a fast mean-reverting stochastic volatility environment (Q1012317) (← links)
- (Q2725578) (← links)
- FROM THE IMPLIED VOLATILITY SKEW TO A ROBUST CORRECTION TO BLACK-SCHOLES AMERICAN OPTION PRICES (Q3523594) (← links)
- (Q4219085) (← links)
- PARTIAL HEDGING IN A STOCHASTIC VOLATILITY ENVIRONMENT (Q4419301) (← links)
- (Q4509488) (← links)
- General Black-Scholes models accounting for increased market volatility from hedging strategies (Q4541555) (← links)
- Stochastic volatility, smile & asymptotics (Q4541571) (← links)
- ESTIMATING THE FRACTAL DIMENSION OF THE S&P 500 INDEX USING WAVELET ANALYSIS (Q4653043) (← links)
