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    From implied to spot volatilities
    14 years 10 months ago
    From implied to spot volatilities
    Download  math.stanford.edu
    Valdo Durrleman
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    FS
    2010
    115views more  FS 2010»
    Central limit theorem for the realized volatility based on tick time sampling
    14 years 10 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
    2010
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    Mean square error for the Leland-Lott hedging strategy: convex pay-offs
    14 years 10 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 10 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 10 months ago
    Risk-neutral compatibility with option prices
    Download  legacy.orie.cornell.edu
    Jean Jacod, Philip Protter
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