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 1 2 2 11
Functional Ito Calculus, Path-dependence and the Computation of Greeks 0 0 0 18 0 0 2 74
Heston Stochastic Vol-of-Vol Model for Joint Calibration of VIX and S&P 500 Options 0 0 2 51 0 0 4 61
The Calibration of Stochastic-Local Volatility Models - An Inverse Problem Perspective 1 1 1 11 1 3 6 30
Total Working Papers 1 1 3 90 2 5 14 176


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 4 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 5 52


Statistics updated 2025-02-05