pith.
Research
Integrity
Review
Pre-print
sign in
Physics
Mathematics
Computer Science
Biology
Finance
Statistics
Systems
Economics
authors
/ Doinita Negru
Doinita Negru
Identifiers
name variant
Doinita Negru
0.60 · backfill
Papers (1)
Modelling the skew and smile of SPX and DAX index options using the Shifted Log-Normal and SABR stochastic models
q-fin.MF · 2014 · author #2
Mentions
1404.4659
#2 · backfill · confidence 0.70
Doinita Negru
Frequent Coauthors
Jan Kuklinski
1 shared papers
Pawel Pliszka
1 shared papers