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    From implied to spot volatilities
    14 years 8 months ago
    From implied to spot volatilities
    Download  math.stanford.edu
    Valdo Durrleman
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    Central limit theorem for the realized volatility based on tick time sampling
    14 years 8 months ago
    Central limit theorem for the realized volatility based on tick time sampling
    Download  www.fam.tuwien.ac.at
    Masaaki Fukasawa
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    FS
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    Mean square error for the Leland-Lott hedging strategy: convex pay-offs
    14 years 8 months ago
    Mean square error for the Leland-Lott hedging strategy: convex pay-offs
    Download  www-math.univ-fcomte.fr
    Emmanuel Denis, Yuri Kabanov
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    FS
    2010
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    Exponential utility maximization under partial information
    14 years 8 months ago
    Exponential utility maximization under partial information
    Download  www1.mate.polimi.it
    Michael Mania, Marina Santacroce
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    FS
    2010
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    Risk-neutral compatibility with option prices
    14 years 8 months ago
    Risk-neutral compatibility with option prices
    Download  legacy.orie.cornell.edu
    Jean Jacod, Philip Protter
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