Blanka Horvath

Identifiers

• name variant Blanka Horvath 0.60 · backfill

Papers (7)

1. SANOS Smooth strictly Arbitrage-free Non-parametric Option Surfaces q-fin.CP · 2026 · author #2
2. Volatility options in rough volatility models q-fin.PR · 2018 · author #1
3. Dirichlet Forms and Finite Element Methods for the SABR Model q-fin.MF · 2018 · author #1
4. Short-time near-the-money skew in rough fractional volatility models q-fin.PR · 2017 · author #4
5. Functional Analytic (Ir-)Regularity Properties of SABR-type Processes q-fin.MF · 2017 · author #2
6. On the probability of hitting the boundary for Brownian motions on the SABR plane math.PR · 2016 · author #2
7. Mass at zero in the uncorrelated SABR model and implied volatility asymptotics q-fin.PR · 2015 · author #2

Mentions

• 1502.03254 #2 · backfill · confidence 0.70 Blanka Horvath
• 2601.11209 #2 · arxiv_oai · confidence 0.70 Blanka Horvath

Frequent Coauthors

• Antoine Jacquier 3 shared papers
• Archil Gulisashvili 3 shared papers
• Anastasis Kratsios 1 shared papers
• Benjamin Stemper 1 shared papers
• Christian Bayer 1 shared papers
• Hans Buehler 1 shared papers
• Josef Teichmann 1 shared papers
• Leif Doering 1 shared papers
• Oleg Reichmann 1 shared papers
• Peter K. Friz 1 shared papers
• Peter Tankov 1 shared papers
• Raeid Saqur 1 shared papers
• Yannick Limmer 1 shared papers