Martin Keller-Ressel

Martin Keller-Ressel

TU Dresden
Verified email at tu-dresden.de
Cited by 832
Financial Mathematics Probability Theory Affine Processes Implied Volatility Stochastic Volatility
Elena Silyakova

Elena Silyakova

Dr. rer. pol. im Statistik un Ökonometrie, Humboldt-Universität zu Berlin
Verified email at cms.hu-berlin.de
Cited by 9
Correlation implied volatility factor models variance swaps