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~isPartOf:"Quantitative finance"
~person:"Guyon, Julien"
~subject:"Konferenz"
~subject:"Volatilität"
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Guyon, Julien
Escobar, Marcos
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Quantitative finance
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
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The journal of computational finance
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Inversion of convex ordering in the VIX market
Guyon, Julien
- In:
Quantitative finance
20
(
2020
)
10
,
pp. 1597-1623
Persistent link: https://www.econbiz.de/10012295626
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Volatility is (mostly) path-dependent
Guyon, Julien
;
Lekeufack, Jordan
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1221-1258
Persistent link: https://www.econbiz.de/10014339908
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