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~isPartOf:"The journal of derivatives : the official publication of the International Association of Financial Engineers"
~person:"Orosi, Greg"
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Orosi, Greg
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Estimating option-implied risk-neutral densities : a novel parametric approach
Orosi, Greg
- In:
The journal of derivatives : the official publication …
23
(
2015
)
1
,
pp. 41-61
Persistent link: https://www.econbiz.de/10011399802
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2
A multi-parameter extension of Figlewski’s option-pricing formula
Orosi, Greg
- In:
The journal of derivatives : the official publication …
19
(
2011
)
1
,
pp. 72-82
Persistent link: https://www.econbiz.de/10009316794
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3
A MULTI-PARAMETER EXTENSION OF FIGLEWSKI'S OPTION-PRICING FORMULA
Orosi, Greg
- In:
The journal of derivatives : the official publication …
19
(
2011
)
1
,
pp. 72-72
Persistent link: https://www.econbiz.de/10009329172
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4
Improved implementation of local volatility and its application to S&P 500 Index options
Orosi, Greg
- In:
The journal of derivatives : the official publication …
17
(
2009/10
)
3
,
pp. 53-64
Persistent link: https://www.econbiz.de/10003961021
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5
ANALYTICAL VAR AND EXPECTED SHORTFALL FOR QUADRATIC PORTFOLIOS
Orosi, Greg
- In:
The journal of derivatives : the official publication …
17
(
2010
)
3
,
pp. 33-45
Persistent link: https://www.econbiz.de/10008393827
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