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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
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2009
2009
Using probability change techniques introduced by Drimus for Heston model, we derive a n-th order expansion formula of Wishart… Expand
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Review
2006
Review
2006
In the current markets, options with different strikes or maturities are usually priced with different implied volatilities. This… Expand
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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
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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
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1989
1989
contact against the lower mylonite-gneiss sheet. The lower third of the K valkjeften gro up is composed of metapsammite and… Expand
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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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