pith. sign in

Doinita Negru

Identifiers

  • name variant Doinita Negru 0.60 · backfill

Papers (1)

  1. Modelling the skew and smile of SPX and DAX index options using the Shifted Log-Normal and SABR stochastic models q-fin.MF · 2014 · author #2

Mentions

  • 1404.4659 #2 · backfill · confidence 0.70 Doinita Negru

Frequent Coauthors