Pricing ultra-short-term volatility surfaces
Federico Bandi (Johns Hopkins University, United States)
- Erasmus Econometric Institute Series
Federico Bandi (Johns Hopkins University, United States)
Chris Muris (McMaster University, Canada)
Wei Jiang (Emory University, United States)
Giovanni Mellace (University of Southern Denmark)
Rodrigo Hizmeri (University of Liverpool, United Kingdom)
Diana Bonfim (Bank of Portugal and Católica Lisbon School of Business and Economics, Portugal)
Fábio Bentz Maciel
Giovanni Mellace (University of Southern Denmark)
Dmitry Kuvshinov (Universitat Pompeu Fabra, Spain)
Kirill Ponomarev (The University of Chicago, United States) and Silvia Sarpietro (University of Bologna)
Johanna Ziegel (ETH Zurich, Switzerland)
Rasmus Lönn (Erasmus University Rotterdam)
Patrick Gagliardini (University of Lugano, Switzerland)
Renate Kratochvil (Stockholm School of Economics, Sweden)
Martina Pons (University of Zurich, Switzerland)
Peter Grünwald (Leiden University)
Vladimir Sobota (University of Glasgow, United Kingdom)
Asaf Bernstein (University of Colorado, United States)
Ming Yuan (Columbia University, United States)
Georg Reischauer (WU Vienna, Austria)