Wilmott

Managing Smile Risk

22 November 2017 Editor Comments Off

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Direct Parameterization of Transition Densities and Pricing of Forward Start Options: Wilmott Magazine Article – Bert-Jan Nauta, Alex Zilber and Berber de Backer

7 September 2015 Editor Comments Off

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Multivariate Smiling: Wilmott Magazine Article – Peter Leoni & Wim Schoutens

12 August 2014 Editor Comments Off

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Correlation Smile Structures in Equity and FX Volatility Markets: Wilmott Magazine Article – Nasir Afaf

6 July 2012 Editor Comments Off

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