Dash Boyer-Olson

Gargoyle Strategic Investments L.L.C.

1900 Market Street, Suite 610

Philadelphia, PA 19103

United States

SCHOLARLY PAPERS

1

DOWNLOADS

634

CITATIONS
Rank 45,357

SSRN RANKINGS

Top 45,357

in Total Papers Citations

3

Scholarly Papers (1)

1.

Reconstruction of Volatility: Pricing Index Options by the Steepest Descent Approximation

Courant Institute-NYU Working Paper
Number of pages: 18 Posted: 21 Nov 2002
Marco Avellaneda and Dash Boyer-Olson
New York University (NYU) - Courant Institute of Mathematical Sciences and Gargoyle Strategic Investments L.L.C.
Downloads 593 (33,736)
Citation 3

Abstract: