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Rational approximation of the rough Heston solution
Gatheral, Jim; Radoičić, Radoš - In: International journal of theoretical and applied finance 22 (2019) 3, pp. 1-19
Persistent link: https://www.econbiz.de/10012019824
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Tighter bounds for implied volatility
Gatheral, Jim; Matić, Ivan; Radoičić, Radoš; … - In: International journal of theoretical and applied finance 20 (2017) 5, pp. 1-14
Persistent link: https://www.econbiz.de/10011733970
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An explicit implied volatiltiy formula
Stefanica, Dan; Radoičić, Radoš - In: International journal of theoretical and applied finance 20 (2017) 7, pp. 1-32
Persistent link: https://www.econbiz.de/10011763940