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~isPartOf:"Applied mathematical finance"
~person:"Benth, Fred Espen"
~person:"Cont, Rama"
~person:"Perrakis, Stylianos"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
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Benth, Fred Espen
Cont, Rama
Perrakis, Stylianos
Cohen, Samuel N.
3
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2
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Simulation of arbitrage-free implied volatility surfaces
Cont, Rama
;
Vuletić, Milena
- In:
Applied mathematical finance
30
(
2023
)
2
,
pp. 94-121
Persistent link: https://www.econbiz.de/10014443387
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Pricing of spread options on a bivariate jump market and stability to model risk
Benth, Fred Espen
;
Di Nunno, Giulia
;
Khedher, Asma
; …
- In:
Applied mathematical finance
22
(
2015
)
1/2
,
pp. 28-62
Persistent link: https://www.econbiz.de/10010505172
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