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Drimus, Gabriel G.
 SSRN Author Rank: 9,494 by Downloads
 

Institute of Banking and Finance, University of Zürich


 Plattenstrasse 14
 Zürich, CH-8032
 Switzerland
 email address

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. Drimus, Gabriel G.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
2,390		 Total
Citations
7
Authors Date Downloads
 (Rank) 		Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Closed Form Convexity and Cross-Convexity Adjustments for Heston Prices | Show Abstract | Download |
Quantitative Finance, Vol. 11, No. 8, 2011
Accepted Paper Series
Drimus, Gabriel G.
Institute of Banking and Finance, University of Zürich
Posted:
04 Apr 09
Last Revised:
30 Jul 11
476
(27,176) 		2
2.  
Drimus, Gabriel G.
Institute of Banking and Finance, University of Zürich
Posted:
21 Nov 09
Last Revised:
07 Nov 12
459
(28,505) 		3
3.  
Local Volatility of Volatility for the VIX Market | Show Abstract | Download |
Review of Derivatives Research, Forthcoming
Accepted Paper Series
Drimus, Gabriel G.
Institute of Banking and Finance, University of Zürich
Farkas, Walter
University of Zurich, Department of Banking and Finance
Posted:
11 Dec 11
Last Revised:
19 Dec 12
347
(40,673) 		 
4.  
A Forward Started Jump-Diffusion Model and Pricing of Cliquet Style Exotics | Show Abstract | Download |
Review of Derivatives Research, Vol. 13, No. 2, 2010
Accepted Paper Series
Drimus, Gabriel G.
Institute of Banking and Finance, University of Zürich
Posted:
04 Apr 09
Last Revised:
21 Dec 10
269
(54,544) 		1
5.  
Options on Realized Variance in Log-OU models | Show Abstract | Download |
Applied Mathematical Finance, 19(5), 477-494, (2012)
Accepted Paper Series
Drimus, Gabriel G.
Institute of Banking and Finance, University of Zürich
Posted:
15 Mar 10
Last Revised:
07 Nov 12
240
(61,806) 		 
6.  
Drimus, Gabriel G.
Institute of Banking and Finance, University of Zürich
Farkas, Walter
University of Zurich, Department of Banking and Finance
Posted:
04 Nov 10
Last Revised:
17 Oct 12
226
(65,937) 		1
7.  
Volatility-of-Volatility : A Simple Model-Free Motivation | Show Abstract | Download |
Wilmott Magazine, September 2012
Accepted Paper Series
Drimus, Gabriel G.
Institute of Banking and Finance, University of Zürich
Posted:
23 Jan 11
Last Revised:
07 Nov 12
172
(86,407) 		 
8.  
Necula, Ciprian
Bucharest Academy of Economic Studies
Drimus, Gabriel G.
Institute of Banking and Finance, University of Zürich
Farkas, Walter
University of Zurich, Department of Banking and Finance
Posted:
02 Feb 13
147
(101,450) 		 
9.  
Bachem, Olivier
Swiss Federal Institute of Technology Zurich - Department of Mathematics
Drimus, Gabriel G.
Institute of Banking and Finance, University of Zürich
Farkas, Walter
University of Zurich, Department of Banking and Finance
Posted:
08 Nov 12
54
(193,431) 		 

Records 1 - 9 of 9 matches
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