Moduli of Galois representations and generalized class groups
Newton, J
Continuous-Time Mean-Variance Portfolio Choice with No-Bankruptcy Constraint11Supported by the RGC Earmarked Grants CUHK4435/99E and CUHK 4175/00E.
Bieleckik, T
Jin, H
Pliska, S
Zhou, X
volume 6
5945-5950
(01 Jan 2003)
Functional Analytic (Ir-)Regularity Properties of SABR-type Processes
Döring, L
Horvath, B
Teichmann, J
(01 Jan 2017)
Asymptotic Behaviour of Randomised Fractional Volatility Models
Horvath, B
Jacquier, A
Lacombe, C
(01 Jan 2017)
Functional Central Limit Theorems for Rough Volatility
Horvath, B
Jacquier, A
Muguruza, A
(01 Jan 2017)
Volatility Options in Rough Volatility Models
Horvath, B
Jacquier, A
Tankov, P
(01 Jan 2018)
Mass at Zero in the Uncorrelated SABR Model and Implied Volatility Asymptotics
Gulisashvili, A
Horvath, B
Jacquier, A
(01 Jan 2015)
Analytic Option Prices for the Black-Karasinski Short Rate Model
Horvath, B
Jacquier, A
Turfus, C
(01 Jan 2018)
Short-time near-the-money skew in rough fractional volatility models
Bayer, C
Friz, P
Gulisashvili, A
Horvath, B
Stemper, B
(15 Mar 2017)
Functional central limit theorems for rough volatility
Horvath, B
Jacquier, A
Muguruza, A
Sojmark, A
(08 Nov 2017)