Uri M. Ascher
Identifiers
- name variant Uri M. Ascher 0.60 · backfill
Papers (2)
- Local Volatility Models in Commodity Markets and Online Calibration q-fin.CP · 2016 · author #2
- Data driven recovery of local volatility surfaces math.NA · 2015 · author #2
Mentions
- 1512.07660 #2 · arxiv_oai · confidence 0.70 Uri M. Ascher
Frequent Coauthors
- Jorge P. Zubelli 2 shared papers
- Vinicius Albani 2 shared papers
- Xu Yang 1 shared papers