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Forde, Martin
 

Dublin City University - Department of Mathematical Sciences


 Dublin
 Ireland
 email address

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1.  
Forde, Martin
Dublin City University - Department of Mathematical Sciences
Jacquier, Antoine
Imperial College London - Department of Mathematics
Posted:
04 Apr 12
 
2.  
A Note on Essential Smoothness in the Heston Model | Show Abstract |
Finance Stochastics, Forthcoming
Accepted Paper Series
Jacquier, Antoine
Imperial College London - Department of Mathematics
Mijatovic, Aleksandar
Imperial College London
Forde, Martin
Dublin City University - Department of Mathematical Sciences
Posted:
15 Jul 11
Last Revised:
19 Apr 13
 
3.  
Small-Time Asymptotics for Implied Volatility under the Heston Model | Show Abstract |
International Journal of Theoretical and Applied Finance, Vol. 12, No. 6, pp. 861-876, 2009
Accepted Paper Series
Forde, Martin
Dublin City University - Department of Mathematical Sciences
Jacquier, Antoine
Imperial College London - Department of Mathematics
Posted:
30 Nov 09
Last Revised:
23 Mar 12
 
4.  
Forde, Martin
Dublin City University - Department of Mathematical Sciences
Jacquier, Antoine
Imperial College London - Department of Mathematics
Posted:
27 Nov 09
Last Revised:
04 Jun 12
 
5.  
Forde, Martin
Dublin City University - Department of Mathematical Sciences
Jacquier, Antoine
Imperial College London - Department of Mathematics
Posted:
27 Nov 09
Last Revised:
04 Jun 12
 
6.  
Asymptotic Formulae for Implied Volatility in the Heston Model | Show Abstract |
Proceedings of the Royal Society A
Accepted Paper Series
Forde, Martin
Dublin City University - Department of Mathematical Sciences
Jacquier, Antoine
Imperial College London - Department of Mathematics
Mijatovic, Aleksandar
Imperial College London
Posted:
16 Nov 09
Last Revised:
23 Mar 12
 

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