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)
Adriana Robertson (University of Chicago Law School, United States)
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)
Adair Morse (University of California at Berkeley, Haas School of Business, United States)
Clara Martínez-Toledano (Imperial College London, United Kingdom)
Rasmus Lönn (Erasmus University Rotterdam)
Yacine Aït-Sahalia (Princeton University, United States)
Konstantin Milbradt (Kellogg School of Management, United States)
Patrick Gagliardini (University of Lugano, Switzerland)
Renate Kratochvil (Stockholm School of Economics, Sweden)
Martina Pons (University of Zurich, Switzerland)