SSRN Electronic Journal · 2009 · 103 citations · 5 references
BusinessEconomicsFinanceEconometricsFinancial EconomicsStochastic ProcessesImplied VolatilityOption PricingOption Pricing ModelsReal Options AnalysisStochastic VolatilityVolatility ModelingImplied Volatility ModelingImplied Volatility SmileOption Pricing Under Stochastic VolatilityStochastic Volatility ModelsTime-varying Volatility DynamicsVolatility Of VolatilityVolatility Smile ModelingVolatility Smiling
5
Lorenzo Bergomi · SSRN Electronic Journal · 2005 · 54 citations · Full text
The Syntax of Mauritian Creole
Stéphanie Durrleman · Lingua · 2014 · 53 citations
Lorenzo Bergomi · SSRN Electronic Journal · 2004 · 29 citations · Full text
Business, Finance, Mathematics +17
Lorenzo Bergomi · SSRN Electronic Journal · 2008 · 27 citations · Full text
Markov-Functional Interest Rate Models
P. J. Hunt, Joanne Kennedy, Antoon Pelsser · SSRN Electronic Journal · 1998 · 10 citations · Full text
Social Sciences, Economics, Finance +12