Pricing ultra-short-term volatility surfaces
Federico Bandi (Johns Hopkins University, United States)
- Erasmus Econometric Institute Series
Federico Bandi (Johns Hopkins University, United States)
Melanie Lührmann (University of London, United Kingdom)
Peter Schwardmann (Carnegie Mellon University, United States)
Francisco Gomes (London Business School, United Kingdom)
Laura Hering (Erasmus University Rotterdam)
Tilbe Atav (Erasmus University Rotterdam)
Hans Grönqvist (Linnaeus University, Sweden)
Jori Korpershoek
Ian Gregory-Smith (Newcastle University, United Kingdom)
Simona Abis (University of Colorado Boulder, United States)
Matthew Robson
Director, DGS and students
Rodrigo Hizmeri (University of Liverpool, United Kingdom)
Owen O'Donnell
Arun Advani (University of Warwick, United Kingdom), James R. Hines jr. (University of Michigan, United States), Laurence Jacquet (CY Cergy Paris University), and Johannes Spinnewijn (London School of Economics)
Sebastian Riedmiller (Max PIanck Institute for Research on Collective Goods, Germany)
Pierre Mabille (INSEAD, France)
Tamon Asonuma (International Monetary Fund, United States)
Jonathan Rossi
Marvin Borsch (University of Cologne), Ertian Chen (University College London), Jing Kong (University of Southern California), Kieran Marray (Vrije Universiteit Amsterdam), Gyungbae Park (Brown University), Bernhard van der Sluis (Erasmus University Rotterdam) et al.