Timeline for Is there anywhere I can read the paper, "The Gamma-Vanna-Volga Cost Framework for Constructing Implied Volatility Curves"
Current License: CC BY-SA 4.0
4 events
| when toggle format | what | by | license | comment | |
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| Jul 28, 2023 at 14:32 | comment | added | nbbo2 | The Carr papers that cite this paper are 3 in number: (1) Analyzing volatility risk and risk premium in option contracts: A new theory, P Carr, L Wu - Journal of Financial Economics, 2016 (2) Option profit and loss attribution and pricing: A new framework, P Carr, L Wu - The Journal of Finance, 2020 (3) Implied remaining variance in derivative pricing, P Carr, J Sun - The Journal of Fixed Income, 2014 | |
| Apr 21, 2020 at 6:28 | comment | added | user34971 | If you click on the link in the answer by Dimitri Vulis, you'll see paper statistics. One of them is "cited by", if you click on that you'll see the papers that have cited the Arslan et al paper. | |
| Apr 21, 2020 at 0:11 | comment | added | Michael_Pells | Which Peter Carr paper we are talking about please? | |
| Apr 18, 2020 at 21:59 | history | answered | Dimitri Vulis | CC BY-SA 4.0 |