David Glavind Skovmand
Associate Professor
Department of Mathematical Sciences
Universitetsparken 5
2100 København Ø
ORCID: 0000-0003-4815-6808
1 - 1 out of 1Page size: 10
- 2009
- Published
Implied and realized volatility in the cross-section of equity options
Ammann, M., Skovmand, David Glavind & Verhofen, M., 1 Sep 2009, In: International Journal of Theoretical and Applied Finance. 12, 6, p. 745-765 21 p.Research output: Contribution to journal › Journal article › Research › peer-review
ID: 152302107
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Affine LIBOR models with multiple curves: theory, examples and calibration
Research output: Contribution to journal › Journal article › Research › peer-review
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186
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Numerical methods for the Lévy LIBOR model
Research output: Contribution to journal › Journal article › Research › peer-review
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155
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Rational Multi-Curve Models with Counterparty-Risk Valuation Adjustments
Research output: Contribution to journal › Journal article › Research › peer-review