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Barrier style contracts under Lévy processes : an alternative approach
Barbachan, José Santiago Fajardo - In: Journal of banking & finance 53 (2015), pp. 179-187
Persistent link: https://www.econbiz.de/10011377718
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Skewed Lévy models and implied volatility skew
Olivera, Federico de; Barbachan, José Santiago Fajardo; … - In: International journal of theoretical and applied finance 21 (2018) 2, pp. 1-16
Persistent link: https://www.econbiz.de/10011854458
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A new factor to explain implied volatility smirk
Barbachan, José Santiago Fajardo - In: Applied economics 49 (2017) 40, pp. 4026-4034
Persistent link: https://www.econbiz.de/10011820005