published_or_final_versionStatistics and Actuarial ScienceMasterMaster of Philosoph
published_or_final_versionabstractStatistics and Actuarial ScienceMasterMaster of Philosoph
The stochastic dynamics, forecasting ability and risk factors in implied volatilit
Available from British Library Document Supply Centre- DSC:5300.405(LSE-FMG-DP--166) / BLDSC - Briti...
tocpublished_or_final_versionabstractStatistics and Actuarial ScienceMasterMaster of Philosoph
published_or_final_versionStatistics and Actuarial ScienceDoctoralDoctor of Philosoph
published_or_final_versionStatistics and Actuarial ScienceDoctoralDoctor of Philosoph
published_or_final_versionStatistics and Actuarial ScienceMasterMaster of Philosoph
This paper prepared for the Handbook of Statistics (Vol.14: Statistical Methods in Finance), surveys...
Invited paper, Session 64 - Stochastic Volatility Modelling: Reflections, Recent Development and the...
All in-text references underlined in blue are linked to publications on ResearchGate, letting you ac...
Stochastic implied volatility : a factor-based model. - Berlin u.a. : Springer, 2004. - XI, 229 S. -...
published_or_final_versionStatistics and Actuarial ScienceMasterMaster of Philosoph
A complete guide to the theory and practice of volatility models in financial engineering Volatility...
published_or_final_versionStatistics and Actuarial ScienceDoctoralDoctor of Philosoph
SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(01/410) / BLDSC - British Li...
published_or_final_versionabstractStatistics and Actuarial ScienceMasterMaster of Philosoph
The stochastic dynamics, forecasting ability and risk factors in implied volatilit
Available from British Library Document Supply Centre- DSC:5300.405(LSE-FMG-DP--166) / BLDSC - Briti...
tocpublished_or_final_versionabstractStatistics and Actuarial ScienceMasterMaster of Philosoph
published_or_final_versionStatistics and Actuarial ScienceDoctoralDoctor of Philosoph
published_or_final_versionStatistics and Actuarial ScienceDoctoralDoctor of Philosoph
published_or_final_versionStatistics and Actuarial ScienceMasterMaster of Philosoph
This paper prepared for the Handbook of Statistics (Vol.14: Statistical Methods in Finance), surveys...
Invited paper, Session 64 - Stochastic Volatility Modelling: Reflections, Recent Development and the...
All in-text references underlined in blue are linked to publications on ResearchGate, letting you ac...
Stochastic implied volatility : a factor-based model. - Berlin u.a. : Springer, 2004. - XI, 229 S. -...
published_or_final_versionStatistics and Actuarial ScienceMasterMaster of Philosoph
A complete guide to the theory and practice of volatility models in financial engineering Volatility...
published_or_final_versionStatistics and Actuarial ScienceDoctoralDoctor of Philosoph
SIGLEAvailable from British Library Document Supply Centre-DSC:3597.442(01/410) / BLDSC - British Li...
published_or_final_versionabstractStatistics and Actuarial ScienceMasterMaster of Philosoph
The stochastic dynamics, forecasting ability and risk factors in implied volatilit
Available from British Library Document Supply Centre- DSC:5300.405(LSE-FMG-DP--166) / BLDSC - Briti...