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Recovering volatility from option prices by evolutionary optimization
Hamida, Sana Ben; Cont, Rama - In: The journal of computational finance 8 (2004/2005) 4, pp. 43-76
Persistent link: https://www.econbiz.de/10002990524
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Frontiers in quantitative finance : volatility and credit risk modeling
Cont, Rama (ed.) - 2009
Persistent link: https://www.econbiz.de/10003722007
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Forward equations for portfolio credit derivatives
Cont, Rama; Savescu, Ioana - In: Frontiers in quantitative finance : volatility and …, (pp. 269-293). 2009
Persistent link: https://www.econbiz.de/10003787608
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Constant proportion portfolio insurance in the presence of jumps in asset prices
Cont, Rama; Tankov, Peter - In: Mathematical finance : an international journal of … 19 (2009) 3, pp. 379-401
Persistent link: https://www.econbiz.de/10003882496
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A - D
Cont, Rama (contributor) - 2010
Persistent link: https://www.econbiz.de/10003935970
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R - XYZ
Cont, Rama (contributor) - 2010
Persistent link: https://www.econbiz.de/10003935973
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K - Q
Cont, Rama (contributor) - 2010
Persistent link: https://www.econbiz.de/10003935984
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E - J
Cont, Rama (contributor) - 2010
Persistent link: https://www.econbiz.de/10003935988
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Encyclopedia of quantitative finance
Cont, Rama (contributor) - 2010
Persistent link: https://www.econbiz.de/10003869781
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Equity correlations implied by index options : estimation and model uncertainty analysis
Cont, Rama; Deguest, Romain - In: Mathematical finance : an international journal of … 23 (2013) 3, pp. 496-530
Persistent link: https://www.econbiz.de/10009783356