4 citations · 6 across the 2 of their papers we have counts for
2 papers
q-fin.MF2014★ 2 cited
Modelling the skew and smile of SPX and DAX index options using the Shifted Log-Normal and SABR stochastic models
Jan Kuklinski, Doinita Negru, Pawel Pliszka
We discuss modelling of SPX and DAX index option prices using the Shifted Log-Normal (SLN) model, (also known as Displaced Diffusion), and the SABR model. We found out that for SPX…
hep-lat1992★ 4 cited
On Heteropolymer Shape Dynamics
Pawel Pliszka, Enzo Marinari
We investigate the time evolution of the heteropolymer model introduced by Iori, Marinari and Parisi to describe some of the features of protein folding mechanisms. We study how th…