FM12 - MS18-1 - Small-time Expansions for Stochastic Volatility Models with Lévy Jumps Presentation: José E Figueroa-López, Purdue University, USA, 25 min 19 sec
FM12 - MS18-1 - Small-time Expansions for Stochastic Volatility Models with Lévy Jumps (PDF) Link: View PDF Handout
FM12 - MS18-2 - Parametric Inference and Dynamic State Recovery from Option Panels Presentation: Nicola Fusari, Northwestern University, USA, 21 min 54 sec
FM12 - MS18-2 - Parametric Inference and Dynamic State Recovery from Option Panels (PDF) Link: View PDF Handout
FM12 - MS18-3 - A new look at short-term implied volatility in models with jumps Presentation: Aleksandar Mijatovic, Imperial College London, United Kingdom, 27 min 14 sec
FM12 - MS18-3 - A new look at short-term implied volatility in models with jumps (PDF) Link: View PDF Handout
FM12 - MS18-4 - Large Deviations and Stochastic Volatility with Jumps: Asymptotic Implied Volatility for Affine Models Presentation: Martin Keller-Ressel, TU Berlin, Germany, 14 min 3 sec
FM12 - MS18-4 - Large Deviations and Stochastic Volatility with Jumps: Asymptotic Implied Volatility for Affine Models (PDF) Link: View PDF Handout