Applied Mathematical Finance
Short-Time Asymptotics for Non-Self-Similar Stochastic Volatility Models
Volume 30, Issue 3, July 2023, Page 123-152.
Applied Mathematical Finance
Simulation of Arbitrage-Free Implied Volatility Surfaces
Volume 30, Issue 2, April 2023, Page 94-121.
Applied Mathematical Finance
Predictable Losses of Liquidity Provision in Constant Function Markets and Concentrated Liquidity Markets
Volume 30, Issue 2, April 2023, Page 69-93.
Applied Mathematical Finance
On the Skew and Curvature of the Implied and Local Volatilities
Volume 30, Issue 1, March 2023, Page 47-67.
Applied Mathematical Finance
Arbitrage-Free Neural-SDE Market Models
Volume 30, Issue 1, March 2023, Page 1-46.
Applied Mathematical Finance
Exchange Option Pricing Under Variance Gamma-Like Models
Volume 29, Issue 6, December 2022, Page 494-521.
Applied Mathematical Finance
Exchange Option Pricing Under Variance Gamma-Like Models
Volume 29, Issue 6, December 2022, Page 494-521.
Applied Mathematical Finance
Solvability of Differential Riccati Equations and Applications to Algorithmic Trading with Signals
Volume 29, Issue 6, December 2022, Page 457-493.