David Rufino

Citi

390 Greenwich Street

5th Floor

New York, NY 10013

United States

SCHOLARLY PAPERS

1

DOWNLOADS
Rank 41,694

SSRN RANKINGS

Top 41,694

in Total Papers Downloads

1,023

SSRN CITATIONS

0

CROSSREF CITATIONS

2

Scholarly Papers (1)

1.

Exact Solution to CEV Model with Uncorrelated Stochastic Volatility

Number of pages: 14 Posted: 28 Jan 2014
Standard Chartered Bank, London, Numerix, Citi and Numerix
Downloads 1,023 (21,126)
Citation 2

Abstract:

Loading...

CEV, CIR, Heston, affine, stochastic volatility, SABR, closed formula, volatility surface