1-1 Yamadaoka
Suita
Osaka, 565-0871
Japan
SSRN RANKINGS
in Total Papers Citations
equilibrium, transaction costs, liquidity premium
SABR, rough volatility, volatility surface
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convex risk measure, good deal bound, Orlicz space, risk indifference price, fundamental theorem of asset pricing
File name: j-9965.pdf Size: 481K
implied volatility, no arbitrage bounds, variance swap, gamma swap
