activity
20102023
most citedOn the Expressive Completeness of Bernays-Schönfinkel-Ramsey Separation Logic

4 citations · 8 across the 17 of their papers we have counts for

collaborators
Showing q-fin.PRShow all

1 paper · 1 filter

q-fin.PR2022

Unbiasing and robustifying implied volatility calibration in a cryptocurrency market with large bid-ask spreads and missing quotes

Mnacho Echenim, Emmanuel Gobet, Anne-Claire Maurice

We design a novel calibration procedure that is designed to handle the specific characteristics of options on cryptocurrency markets, namely large bid-ask spreads and the possibili…