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Publications by Cornelis Oosterlee
Model-Free Stochastic Collocation for an Arbitrage-Free Implied Volatility, Part II
Risks
Management
Finance
Economics
Strategy
Accounting
Econometrics
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Construction and Interpretation of Model-Free Implied Volatility
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Implied and Local Volatilities Under Stochastic Volatility
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Computation of the Implied Discount Rate and Volatility for an Overdefined System Using Stochastic Optimization
IMA Journal of Management Mathematics
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A Gaussian Semi-Parametric Implied Volatility Model
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On the Short-Time Behavior of the Implied Volatility for Jump-Diffusion Models With Stochastic Volatility
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