The information content of high-frequency traders aggressive orders: recent evidence by Pamela Saliba
Month: May 2020
Solving the enigma of volatility smiles
A discussion on the different approaches on jointly calibrating the volatility smiles of the Vix and S&P 500 at Risk.net: Solving the enigma of volatility smiles including The quadratic rough Heston model and the joint S&P 500/Vix smile calibration problem .