Valdo Durrleman

According to our database1, Valdo Durrleman authored at least 2 papers between 2003 and 2010.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of five.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

On csauthors.net:

Bibliography

2010
From implied to spot volatilities.
Finance Stochastics, 2010

2003
Pricing and Hedging Spread Options.
SIAM Rev., 2003


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