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~isPartOf:"International journal of theoretical and applied finance"
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International journal of theoretical and applied finance
Papers / arXiv.org
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Finance and stochastics
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Tangent models as a mathematical framework for dynamic calibration
Carmona, René
;
Nadtochiy, Sergey
- In:
International journal of theoretical and applied finance
14
(
2011
)
1
,
pp. 107-135
Persistent link: https://www.econbiz.de/10008908384
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Robust trading of implied skew
Nadtochiy, Sergey
;
Obłój, Jan
- In:
International journal of theoretical and applied finance
20
(
2017
)
2
,
pp. 1-41
Persistent link: https://www.econbiz.de/10011686820
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