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Quantitative Finance's blog
Pricing Bermudan options using low-discrepancy mesh methods
May 18, 2013
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Quantitative Finance, Volume 0, Issue 0, Page 1-20, Ahead of Print.
The exact smile of certain local volatility models
May 17, 2013
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Quantitative Finance, Volume 0, Issue 0, Page 1-9, Ahead of Print.
On the computation of option prices and Greeks under the CEV model
May 17, 2013
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Quantitative Finance, Volume 0, Issue 0, Page 1-11, Ahead of Print.
Pricing of foreign exchange options under the Heston stochastic volatility model and CIR interest rates
May 17, 2013
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Quantitative Finance, Volume 0, Issue 0, Page 1-12, Ahead of Print.
The Theory That Would Not Die
May 17, 2013
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Quantitative Finance, Volume 0, Issue 0, Page 1-2, Ahead of Print.
Active momentum trading versus passive ‘ naive diversification’
April 30, 2013
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Quantitative Finance, Volume 13, Issue 5, Page 655-663, May 2013.
Is hyperbolic discounting really evidence of irrational behavior?
April 30, 2013
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Quantitative Finance, Volume 13, Issue 5, Page 665-670, May 2013.
Sensitivities of options via Malliavin calculus: applications to markets of exponential Variance Gamma and Normal Inverse Gaussian processes
April 19, 2013
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Quantitative Finance, Volume 0, Issue 0, Page 1-31, Ahead of Print.
Asset price bubbles: a survey
April 15, 2013
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Quantitative Finance, Volume 0, Issue 0, Page 1-16, Ahead of Print.
