Statistics
Publications
1
Citations
17
H-Index
1
Active since
2019
Sebas Hendriks is an author specializing in option pricing, volatility analysis, and volatility modeling.
Publications per year
2019–2019
1
1
The extended SSVI volatility surface
Sebas Hendriks, Claude Martini · The Journal of Computational Finance · 2019 · 17 citations
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