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~isPartOf:"Quantitative finance"
~person:"Glasserman, Paul"
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Quantitative finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Finance and stochastics
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International journal of theoretical and applied finance
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Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
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Buy rough, sell smooth
Glasserman, Paul
;
He, Pu
- In:
Quantitative finance
20
(
2020
)
3
,
pp. 363-378
Persistent link: https://www.econbiz.de/10012194871
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W-shaped implied
volatility
curves and the Gaussian mixture model
Glasserman, Paul
;
Pirjol, Dan
- In:
Quantitative finance
23
(
2023
)
4
,
pp. 557-577
Persistent link: https://www.econbiz.de/10014304265
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