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PAPERS - Phenomenology of the interest rate curve
Bouchaud, Jean-Philippe; Sagna, Nicolas; Cont, Rama; … - In: Applied mathematical finance 6 (1999) 3, pp. 209
Persistent link: https://www.econbiz.de/10008218039
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Simulation of arbitrage-free implied volatility surfaces
Cont, Rama; Vuletić, Milena - In: Applied mathematical finance 30 (2023) 2, pp. 94-121
Persistent link: https://www.econbiz.de/10014443387
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VolGAN: a generative model for arbitrage-free implied volatility surfaces
Vuletić, Milena; Cont, Rama - In: Applied mathematical finance 31 (2024) 4, pp. 203-238
Persistent link: https://www.econbiz.de/10015415726
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Phenomenology of the interest rate curve
Bouchaud, Jean-Philippe (contributor) - In: Applied mathematical finance 6 (1999) 3, pp. 209-232
Persistent link: https://www.econbiz.de/10001490691
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Multiple time scales in volatility and leverage correlations: a stochastic volatility model
Perelló, Josep; Masoliver, Jaume; Bouchaud, Jean-Philippe - In: Applied mathematical finance 11 (2004) 1, pp. 27-50
Persistent link: https://www.econbiz.de/10008214798
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Multiple time scales in volatility and leverage correlations : a stochastic volatility model
Perelló, Josep; Masoliver, Jaume; Bouchaud, Jean-Philippe - In: Applied mathematical finance 11 (2004) 1, pp. 27-50
Persistent link: https://www.econbiz.de/10002001537