Valdo Durrleman

Publication Activity (10 Years)

Years Active: 2003-2010
Publications (10 Years): 0

Publications

Valdo Durrleman
From implied to spot volatilities. Finance Stochastics 14 (2) (2010)
René Carmona, Valdo Durrleman
Pricing and Hedging Spread Options. SIAM Rev. 45 (4) (2003)