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Emanuel Derman

Columbia University
Goldman Sachs

99

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3430

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Remembering Mark Rubinstein

2019 Journal of Derivatives
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11. The Right Way to Use Models

2019
- Emanuel Derman
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11. The Right Way to Use Models

2019
- Emanuel Derman
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A Survey of Smile Models

2016
- Emanuel Derman
- Michael B. Miller
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Consequences of Local Volatility Models

2016
- Emanuel Derman
- Michael B. Miller
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Variance Swaps: A Lesson in Replication

2016
- Emanuel Derman
- Michael B. Miller
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Local Volatility Models: Hedge Ratios and Exotic Option Values

2016
- Emanuel Derman
- Michael B. Miller
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The P&L of Hedged Option Strategies in a Black-Scholes-Merton World

2016
- Emanuel Derman
- Michael B. Miller
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Some Useful Derivatives of the Black‐Scholes‐Merton Model

2016
- Emanuel Derman
- Michael B. Miller
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No-Arbitrage Bounds on the Smile

2016
- Emanuel Derman
- Michael B. Miller
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