Works matching AU Farkas, Walter
Results: 14
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
- By:
- Publication type:
- Article
A general closed form option pricing formula.
- Published in:
- Review of Derivatives Research, 2019, v. 22, n. 1, p. 1, doi. 10.1007/s11147-018-9144-z
- By:
- Publication type:
- Article
Local volatility of volatility for the VIX market.
- Published in:
- Review of Derivatives Research, 2013, v. 16, n. 3, p. 267, doi. 10.1007/s11147-012-9086-9
- By:
- Publication type:
- Article
On the Hartree-Fock Equations of the Electron-Positron Field.
- Published in:
- Communications in Mathematical Physics, 2005, v. 255, n. 1, p. 131, doi. 10.1007/s00220-004-1156-x
- By:
- Publication type:
- Article
Eigenvalue distribution of some fractal semi-elliptic differential operators.
- Published in:
- Mathematische Zeitschrift, 2001, v. 236, n. 2, p. 291, doi. 10.1007/PL00004832
- By:
- Publication type:
- Article
THE DISTRIBUTION OF EIGENFREQUENCIES OF ANISOTROPIC FRACTAL DRUMS.
- Published in:
- Journal of the London Mathematical Society, 1999, v. 60, n. 1, p. 224, doi. 10.1112/S002461079900770X
- By:
- Publication type:
- Article
ANISOTROPIC STABLE LEVY COPULA PROCESSES — ANALYTICAL AND NUMERICAL ASPECTS.
- Published in:
- Mathematical Models & Methods in Applied Sciences, 2007, v. 17, n. 9, p. 1405, doi. 10.1142/S0218202507002327
- By:
- Publication type:
- Article
Sobolev Spaces on Non Smooth Domains and Dirichlet Forms Related to Subordinate Reflecting Diffusions.
- Published in:
- 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
- By:
- Publication type:
- Article
Atomic and Subatomic Decompositions in Anisotropic Function Spaces.
- Published in:
- 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
- By:
- Publication type:
- Article
An Association between Zinc Protoporphyrin Elevation and Recovery from Acute Hematopoietic Damagea.
- Published in:
- Annals of the New York Academy of Sciences, 1987, v. 514, n. 1, p. 349, doi. 10.1111/j.1749-6632.1987.tb48798.x
- By:
- Publication type:
- Article
Deciphering DeFi: A Comprehensive Analysis and Visualization of Risks in Decentralized Finance.
- Published in:
- Journal of Risk & Financial Management, 2023, v. 16, n. 10, p. 454, doi. 10.3390/jrfm16100454
- By:
- Publication type:
- Article
Beyond cash-additive risk measures: when changing the numéraire fails.
- Published in:
- Finance & Stochastics, 2014, v. 18, n. 1, p. 145, doi. 10.1007/s00780-013-0220-9
- By:
- Publication type:
- Article
Intra‐Horizon expected shortfall and risk structure in models with jumps.
- Published in:
- Mathematical Finance, 2021, v. 31, n. 2, p. 772, doi. 10.1111/mafi.12302
- By:
- Publication type:
- Article
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
- By:
- Publication type:
- Article