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Greg Orosi · Study

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Greg Orosi

2 works· latest 2012· 1 institutionscluster: provisionalORCID 0000-0003-2623-8116

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i102

Citations41

Works here2

10

12

Most cited in this library

Empirical performance of a spline-based implied volatility surface2012 · 25 citations
Improved Implementation of Local Volatility and Its Application to S&P 500 Index Options2010 · 16 citations

Works

2 shown

Empirical performance of a spline-based implied volatility surface

Journal of Derivatives & Hedge Funds·2012·1 author·Open access

25citations

Improved Implementation of Local Volatility and Its Application to S&P 500 Index Options

The Journal of Derivatives·2010·1 author·Open access

16citations