paper request

Strange · Post by **Strange** » Mon Jul 02, 2018 3:44 am

if you don't mind share the barrier option paper with me too, please!

schmitty · Post by **schmitty** » Mon Jul 02, 2018 5:46 am

[url=/User%20Files/1585/Analytical_Approx_Single_Barrier_Options_Stoch_Vol.pdf]Attached File: Analytical_Approx_Single_Barrier_Options_Stoch_Vol.pdf[/url]

Strange · Post by **Strange** » Mon Jul 02, 2018 5:56 am

Beer Thanks!

PS. Have you played with it and managed to reproduce the local vol results, out of curiosity?

nsande · Post by **nsande** » Mon Jul 02, 2018 1:57 pm

If anyone has "Stress testing correlation matrices for risk managament" by So, Wong and Asai. North American Journal of Economics And Finance, vol 26 (2013) then I'd appreciate a copy.

schmitty · Post by **schmitty** » Tue Jul 03, 2018 2:54 am

[url=/User%20Files/1585/Stress_Testing_Correlation_Matrices_Risk_Management.pdf]Attached File: Stress_Testing_Correlation_Matrices_Risk_Management.pdf[/url]

nsande · Post by **nsande** » Tue Jul 03, 2018 9:22 am

Thanks mate! Applause

iasmath · Post by **iasmath** » Tue Jul 03, 2018 2:49 pm

Many tks schmitty

yanko · Post by **yanko** » Tue Aug 14, 2018 3:00 pm

Hi, does anyone have "Quantifying Backtest Overfitting in Alternative Beta Strategies" by Antti Suhonen, Matthias Lennkh and Fabrice Perez?

Thanks,

yanko

Adeka · Post by **Adeka** » Tue Aug 14, 2018 4:12 pm

@yanko

Please check your email

yanko · Post by **yanko** » Tue Aug 14, 2018 5:07 pm

Got it, thanks a lot!