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- 2018
-
Mark
Stock return expectations in the credit market
(
- Contribution to journal › Article
- 2016
-
Mark
Stock Return Expectations in the Credit Market
2016) In Working Papers(
- Working paper/Preprint › Working paper
- 2015
-
Mark
Credit-Implied Equity Volatility – Long-Term Forecasts and Alternative Fear Gauges
(
- Contribution to journal › Article
- 2014
-
Mark
Forward variance dynamics: Bergomi’s model revisited.
(
- Contribution to journal › Article
-
Mark
Option pricing for stochastic volatility models : Vol-of-Vol expansion
(
- Contribution to journal › Article
- 2010
-
Mark
Implied Volatility and Risk Aversion in a Simple Model with Uncertain Growth
(
- Contribution to journal › Article
- 2009
-
Mark
Analytical Approximation of Contingent Claims
(
- Thesis › Doctoral thesis (compilation)