Smooth and bid-offer compliant volatility surfaces under general dividend streams.
- Published in:
- Quantitative Finance, 2013, v. 13, n. 11, p. 1801, doi. 10.1080/14697688.2013.842652
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- Article
Works matching AU Farkas, Walter
Results: 14
1
2
A general closed form option pricing formula.
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- Review of Derivatives Research, 2019, v. 22, n. 1, p. 1, doi. 10.1007/s11147-018-9144-z
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- Article
3
Local volatility of volatility for the VIX market.
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- Review of Derivatives Research, 2013, v. 16, n. 3, p. 267, doi. 10.1007/s11147-012-9086-9
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- Article
4
On the Hartree-Fock Equations of the Electron-Positron Field.
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- Communications in Mathematical Physics, 2005, v. 255, n. 1, p. 131, doi. 10.1007/s00220-004-1156-x
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- Article
5
Eigenvalue distribution of some fractal semi-elliptic differential operators.
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- Mathematische Zeitschrift, 2001, v. 236, n. 2, p. 291, doi. 10.1007/PL00004832
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- Article
6
THE DISTRIBUTION OF EIGENFREQUENCIES OF ANISOTROPIC FRACTAL DRUMS.
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- Journal of the London Mathematical Society, 1999, v. 60, n. 1, p. 224, doi. 10.1112/S002461079900770X
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- Article
7
ANISOTROPIC STABLE LEVY COPULA PROCESSES — ANALYTICAL AND NUMERICAL ASPECTS.
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- Mathematical Models & Methods in Applied Sciences, 2007, v. 17, n. 9, p. 1405, doi. 10.1142/S0218202507002327
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- Article
8
Sobolev Spaces on Non Smooth Domains and Dirichlet Forms Related to Subordinate Reflecting Diffusions.
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- Mathematische Nachrichten, 2001, v. 224, n. 1, p. 75, doi. 10.1002/1522-2616(200104)224:1<75::AID-MANA75>3.0.CO;2-N
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- Article
9
Atomic and Subatomic Decompositions in Anisotropic Function Spaces.
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- Mathematische Nachrichten, 2000, v. 209, n. 1, p. 83, doi. 10.1002/(SICI)1522-2616(200001)209:1<83::AID-MANA83>3.0.CO;2-1
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- Article
10
An Association between Zinc Protoporphyrin Elevation and Recovery from Acute Hematopoietic Damagea.
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- Annals of the New York Academy of Sciences, 1987, v. 514, n. 1, p. 349, doi. 10.1111/j.1749-6632.1987.tb48798.x
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- Article
11
Deciphering DeFi: A Comprehensive Analysis and Visualization of Risks in Decentralized Finance.
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- Journal of Risk & Financial Management, 2023, v. 16, n. 10, p. 454, doi. 10.3390/jrfm16100454
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- Article
12
Beyond cash-additive risk measures: when changing the numéraire fails.
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- Finance & Stochastics, 2014, v. 18, n. 1, p. 145, doi. 10.1007/s00780-013-0220-9
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- Article
13
Intra‐Horizon expected shortfall and risk structure in models with jumps.
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- Mathematical Finance, 2021, v. 31, n. 2, p. 772, doi. 10.1111/mafi.12302
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- Publication type:
- Article
14
GEOMETRIC STEP OPTIONS AND LÉVY MODELS: DUALITY, PIDES, AND SEMI-ANALYTICAL PRICING.
- Published in:
- Frontiers of Mathematical Finance, 2022, v. 1, n. 1, p. 1, doi. 10.3934/fmf.2021001
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- Publication type:
- Article