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Vanna

National Institutes of Health

Papers overview

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2010
2010
The vanna-volga method, also called the traders' rule of thumb is an empirical procedure that can be used to infer an implied… Expand
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2009
2009
We give a general treatment of the Vanna-Volga mark-to-market volatility smile correction in application to pricing of contracts… Expand
2009
2009
Using probability change techniques introduced by Drimus for Heston model, we derive a n-th order expansion formula of Wishart… Expand
Review
2006
Review
2006
In the current markets, options with different strikes or maturities are usually priced with different implied volatilities. This… Expand
1993
1993
and diatom analysis of core samples from 10 raised lake basins from an inner (Lyngen) and outer (Vanna) coastal area of Troms… Expand
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Highly Cited
1992
Highly Cited
1992
This dissertation addresses the problem of modeling the joint time-spectral structure of speech for recognition. Four areas are… Expand
Highly Cited
1992
Highly Cited
1992
Although video has been used for many years to record data, few tools have been developed to help analyze video data. Current… Expand
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1990
1990
front. However, palaeogeogra phic models, based on branch-line maps for the Lower Allochthon in Finnmark, indicate that the… Expand
1989
1989
contact against the lower mylonite-gneiss sheet. The lower third of the K valkjeften gro up is composed of metapsammite and… Expand
1972
1972
Although Central America has been investicount of ecological conditions in the pine sagated by biologists and worked by… Expand
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