Richard Ma

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  • J.-Y Le Boudec, P Thiran, R T B Ma, D Malone, Prof A Argyraki, N Thèse +20 others
  • 2016
As you set out for Ithaka hope your road is a long one, full of adventure, full of discovery. Laistrygonians, Cyclops, angry Poseidon—don't be afraid of them: you'll never find things like that on your way as long as you keep your thoughts raised high, as long as a rare excitement stirs your spirit and your body.. .. Ithaka gave you the marvelous journey.(More)
which permits the noncommercial use, distribution, and reproduction of the article in any medium, provided the original author and source are credited. You may not alter, transform, or build upon this article without the permission of t he Author(s). For reprints and permission queries, please visit SAGE's Web site at Objectives: Rugby Sevens is a future(More)
  • Samvit Prakash, B Dilip, Madan, Prof Tobias Von Petersdorff, Dilip B Madan, Tobias Von Petersdorff +8 others
The VIX index measures the one-month risk-neutral forward volatility of the S&P500 (SPX) index. While Lévy processes such as the CGMY process can price options on the underlying stock or index, they implicitly assume a constant forward volatility. This makes them unsuitable for pricing options on VIX. We propose a model within the one dimensional Markovian(More)
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