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THE JOURNAL OF DERIVATIVES.
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- Journal of Derivatives, 2024, v. 31, n. 3, p. 1, doi. 10.3905/jod.2024.31.3.001
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Model01: The Dollar Value of a Normalized, Unit Model Change via Information-Geometry.
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- Journal of Derivatives, 2024, v. 31, n. 3, p. 11, doi. 10.3905/jod.2023.1.198
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- Article
Direct Fit for SVI Implied Volatilities.
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- Journal of Derivatives, 2024, v. 31, n. 3, p. 38, doi. 10.3905/jod.2023.1.199
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- Article
VIX Option Pricing for Non-Parameter Heston Stochastic Local Volatility Model.
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- Journal of Derivatives, 2024, v. 31, n. 3, p. 50, doi. 10.3905/jod.2023.1.195
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- Article
American Options in Time-Dependent One-Factor Models: Semi-Analytic Pricing, Numerical Methods, and ML Support.
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- Journal of Derivatives, 2024, v. 31, n. 3, p. 74, doi. 10.3905/jod.2023.1.197
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- Article
A Note on Variance Swap Greeks.
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- Journal of Derivatives, 2024, v. 31, n. 3, p. 115, doi. 10.3905/jod.2023.1.196
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- Article
Efficient Implementation of Tree-Based Option Pricing and Hedging Algorithms under GARCH Models.
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- Journal of Derivatives, 2024, v. 31, n. 3, p. 141, doi. 10.3905/jod.2023.1.192
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- Article