Stefan Gerhold und Peter Friz - Info zur Person

(1 - 8 von 8

)

Centro di Ricerca Matematica Ennio De Giorgi

www.crm.sns.it

Freddy Delbaen. ETH Zürich. Giulia di Nunno. Oslo University. Darrell Duffie. Stanford University. Peter Friz. Technische Universität Berlin. Stefan Gerhold.

On refined volatility smile expansion in the Heston model

ideas.repec.org

Peter Friz Stefan Gerhold Archil Gulisashvili Stephan Sturm ... It is known that Heston's stochastic volatility model exhibits moment

Large Deviations and Asymptotic Methods in Finance - Google Books

books.google.ca

Extrapolation Analytics for Dupire's Local Volatility Peter Friz and Stefan Gerhold Abstract We consider wing asymptotics of local volatility surfaces. While our ...

Option Pricing in the Moderate Deviations Regime by Peter Friz,...

papers.ssrn.com

We consider call option prices in diffusion models close to expiry, in an asymptotic regime (

Option Pricing in the Moderate Deviations Regime by Peter Friz,...

papers.ssrn.com

Technische Universität Berlin (TU Berlin). Stefan Gerhold. Vienna University of Technology ... Stefan Gerhold. Vienna University of Technology ...

EconPapers: Don't stay local - extrapolation analytics for Dupire's...

econpapers.repec.org

By Peter Friz and Stefan Gerhold; Abstract: A robust implementation of a Dupire type local volatility model is an important issue for every option trading floor.

OPUS 4 | Don't stay local - extrapolation analytics for Dupire's...

opus4.kobv.de

Peter Friz, Stefan Gerhold. A robust implementation of a Dupire type local volatility model is an important issue for every option trading floor.

Option pricing in the moderate deviations regime | Peter Friz, Stefan...

metatoc.com

Option pricing in the moderate deviations regime. Peter Friz, Stefan Gerhold, Arpad Pinter. Mathematical Finance. Published online on August 25,

Alle Infos zum Namen "Stefan Gerhold"

Verwandte Suchanfragen zu Stefan Gerhold

Zhiming Wang
Peter Friz
Arpad Pinter

Jacek Osiecki
Agnes Nagy
Anett Réti

Stefan Neumann
Eric Meissner
Lukas Gerhold

Person "Gerhold" (4)
Vorname "Stefan" (78868)
Name "Gerhold" (494)

sortiert nach Relevanz / Datum

Erweiterte Suche

Person-Suchen: A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Stefan Gerhold und Peter Friz Person-Info