Results
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Option Implied Dependence. by
- Bernard, Carole
- Bondarenko, Oleg
- Vanduffel, Steven
- Research in Options 2018 (2018: IMPA, Rio de Janeiro, Brazil)
; Format:
available online
Publication details: Rio de Janeiro: IMPA, 2018
Availability: No items available.
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Uncertainty Quantification for XVA Applications. by
- Crépey, Stéphane
- Gobet, Emmanuel
- Fort, Gersende
- Stazhynski, Uladzislau
- Research in Options 2018 (2018: IMPA, Rio de Janeiro, Brazil)
; Format:
available online
Publication details: Rio de Janeiro: IMPA, 2018
Availability: No items available.
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Vanishing Contagion Spreads. by
- Duarte, Diogo
- Prieto , Rodolfo
- Rindisbacher, Marcel
- Saporito, Yuri
- Research in Options 2018 (2018: IMPA, Rio de Janeiro, Brazil)
; Format:
available online
Publication details: Rio de Janeiro: IMPA, 2018
Availability: No items available.
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7.
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Behavioral Finance and its Applications. by
- Dupire, Julia
- Research in Options 2018 (2018: IMPA, Rio de Janeiro, Brazil)
; Format:
available online
Publication details: Rio de Janeiro: IMPA, 2018
Availability: No items available.
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On Fairness of Systemic Risk Measures. by
- Fouque, Jean-Pierre
- Research in Options 2018 (2018: IMPA, Rio de Janeiro, Brazil)
; Format:
available online
Publication details: Rio de Janeiro: IMPA, 2018
Availability: No items available.
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11.
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Empirics on CPPI Design Risk. by
- Gaspar, Raquel M
- Research in Options 2018 (2018: IMPA, Rio de Janeiro, Brazil)
; Format:
available online
Publication details: Rio de Janeiro: IMPA, 2018
Availability: No items available.
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12.
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Rough Volatility. by
- Gatheral, Jim
- Research in Options 2018 (2018: IMPA, Rio de Janeiro, Brazil)
; Format:
available online
Publication details: Rio de Janeiro: IMPA, 2018
Availability: No items available.
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Diamonds and the rough Heston model. by
- Gatheral, Jim
- Research in Options 2018 (2018: IMPA, Rio de Janeiro, Brazil)
; Format:
available online
Publication details: Rio de Janeiro: IMPA, 2018
Availability: No items available.
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Climate Change, Finance, and Macroeconomics. by
- Grasselli, Matheus
- Research in Options 2018 (2018: IMPA, Rio de Janeiro, Brazil)
; Format:
available online
Publication details: Rio de Janeiro: IMPA, 2018
Availability: No items available.
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Machine Learning in Algorithmic Trading. by
- Jaimungal, Sebastian
- Research in Options 2018 (2018: IMPA, Rio de Janeiro, Brazil)
; Format:
available online
Publication details: Rio de Janeiro: IMPA, 2018
Availability: No items available.
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Can We Save The Recovery Theorem?/ Eben Maré. by
- Maré, Eben
- Flint, Emlyn
- Research in Options 2018 (2018: IMPA, Rio de Janeiro, Brazil)
; Format:
available online
Publication details: Rio de Janeiro: IMPA, 2018
Availability: No items available.
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