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The exact smile of certain local volatility models
Lorig, Matthew
- In:
Quantitative finance
13
(
2013
)
6
,
pp. 897-905
Persistent link: https://www.econbiz.de/10010134649
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The implied Sharpe ratio
Agarwal, Ankush
;
Lorig, Matthew
- In:
Quantitative finance
20
(
2020
)
6
,
pp. 1009-1026
Persistent link: https://www.econbiz.de/10012262655
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Bond indifference prices
Lorig, Matthew
;
Zou, Bin
- In:
Quantitative finance
21
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2021
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7
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pp. 1223-1233
Persistent link: https://www.econbiz.de/10012588039
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