S. Violante

Finance · with Deuschel · 2011

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom S. Violante trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Vladimir V. Piterbarg

Papers from S. Violante's perspective

Ordered by how strongly the researchers S. Violante trusts endorse each paper. Same corpus, a different order for every researcher.

  1. THE MOMENT FORMULA FOR IMPLIED VOLATILITY AT EXTREME STRIKES
  2. REGULAR VARIATION AND SMILE ASYMPTOTICS
  3. Correlations and bounds for stochastic volatility models
  4. On the behavior of the fundamental solution of the heat equation with variable coefficients
  5. A Tour of Subriemannian Geometries, Their Geodesics and Applications
  6. Asymptotic Implied Volatility at the Second Order with Application to the SABR Model
  7. Asymptotic Behavior of the Stock Price Distribution Density and Implied Volatility in Stochastic Volatility Models
  8. Markovian Projection Method for Volatility Calibration
  9. SMILE ASYMPTOTICS II: MODELS WITH KNOWN MOMENT GENERATING FUNCTIONS
  10. Multidimensional Stochastic Processes as Rough Paths: Variation and Hölder spaces on free groups

Their papers