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Autor:
McGhee, William Alexander
This thesis investigates the two dimensional, integrable field theories known as the affine Toda field theories, which are based on the Kac-Moody algebras with zero central extension. In particular, the construction of static solitons in these theori
Externí odkaz:
http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.385385
Autor:
McGhee, William Alexander
Publikováno v:
McGhee, W A 2013, ' Decoding the Volatility Smile ', ICBI Global Derivatives Trading & Risk Management, Amsterdam, Netherlands, 15/04/2013-19/04/2013 .
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______2751::5480a9f8479a1687278ce065b8a476f4
https://curis.ku.dk/portal/da/publications/decoding-the-volatility-smile(83d4010d-3060-4255-bf05-b8c66ce10408).html
https://curis.ku.dk/portal/da/publications/decoding-the-volatility-smile(83d4010d-3060-4255-bf05-b8c66ce10408).html
Autor:
McGhee, William Alexander
Publikováno v:
McGhee, W A 2008, ' Local-Stochastic Volatility : The Dynamics of the Forward Smile ', RISK Training Course : Modelling Volatility, London, United Kingdom, 08/12/2008-09/12/2008 .
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______2751::076c080d9b8f5a2a3e472ab26851a889
https://curis.ku.dk/portal/da/publications/localstochastic-volatility--the-dynamics-of-the-forward-smile(059cb9e1-efe0-4880-bef5-6cbc340e3006).html
https://curis.ku.dk/portal/da/publications/localstochastic-volatility--the-dynamics-of-the-forward-smile(059cb9e1-efe0-4880-bef5-6cbc340e3006).html