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Items where Author is "Sornette, D."

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Article

Saichev, A., Sornette, D., Filimonov, V. and Corsi, F. (2013). Bridge homogeneous volatility estimators. Quantitative Finance, 14(1), pp. 87-99. doi: 10.1080/14697688.2013.819985

Bouchaud, J-P., Iori, G. and Sornette, D. (1995). Real-world options: smile and residual risk. Risk, 9(3), pp. 61-63.

This list was generated on Thu Sep 24 05:58:00 2020 UTC.