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David S. Volkmann
ORCID
Publication Activity (10 Years)
Years Active: 2013-2021
Publications (10 Years): 1
Top Topics
Black Scholes
Portfolio Optimization
Stock Market
Minimum Risk
Top Venues
Appl. Math. Lett.
Central Eur. J. Oper. Res.
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Publications
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David S. Volkmann
Explaining S&P500 option returns: an implied risk-adjusted approach.
Central Eur. J. Oper. Res.
29 (2) (2021)
Young Shin Kim
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David S. Volkmann
Normal tempered stable copula.
Appl. Math. Lett.
26 (7) (2013)