2 papers
q-fin.RM2025
Realized Local Volatility Surface
Yuming Ma, Shintaro Sengoku, Kazuhide Nakata
For quantitative trading risk management purposes, we present a novel idea: the realized local volatility surface. Concisely, it stands for the conditional expected volatility when…
econ.GN2021
Superiority of mild interventions against COVID-19 on public health and economic measures
Makoto Niwa, Yasushi Hara, Yusuke Matsuo +4
During the global spread of COVID-19, Japan has been among the top countries to maintain a relatively low number of infections, despite implementing limited institutional intervent…