Access Statistics for Yuri F. Saporito
Author contact details at EconPapers.
| Working Paper | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| First-Order Asymptotics of Path-Dependent Derivatives in Multiscale Stochastic Volatility Environment | 0 | 0 | 0 | 10 | 0 | 0 | 2 | 11 |
| Functional Ito Calculus, Path-dependence and the Computation of Greeks | 0 | 0 | 0 | 18 | 0 | 0 | 0 | 74 |
| Heston Stochastic Vol-of-Vol Model for Joint Calibration of VIX and S&P 500 Options | 0 | 0 | 0 | 51 | 0 | 1 | 3 | 62 |
| The Calibration of Stochastic-Local Volatility Models - An Inverse Problem Perspective | 0 | 2 | 3 | 13 | 0 | 3 | 9 | 33 |
| Total Working Papers | 0 | 2 | 3 | 92 | 0 | 4 | 14 | 180 |
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Heston stochastic vol-of-vol model for joint calibration of VIX and S&P 500 options | 0 | 0 | 1 | 7 | 0 | 0 | 3 | 36 |
| MULTISCALE STOCHASTIC VOLATILITY MODEL FOR DERIVATIVES ON FUTURES | 0 | 0 | 0 | 5 | 0 | 0 | 1 | 16 |
| Total Journal Articles | 0 | 0 | 1 | 12 | 0 | 0 | 4 | 52 |
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