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Inside Volatility Arbitrage : The Secrets of Skewness

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2009Leverage Effect, Volatility Feedback, and Self-Exciting Market Disruptions Disentangling the Multi-dimensional Variations in S&P 500 Index Options26 cited
2013Arbitrage-free implied volatility surfaces for options on single stock futures24 cited
2014A fast calibrating volatility model for option pricing22 cited
2007Chapter 3 Modeling Financial Security Returns Using Lévy Processes17 cited
2017Firm's default ? new methodological approach and preliminary evidence from Poland13 cited

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