Geahča maid

• On the implied volatility of Asian options under stochastic volatility models
  Dahkki: Alòs, Elisa, et al.
  Almmustuhtton: (2022)
• On the implied volatility of European and Asian call options under the stochastic volatility Bachelier model
  Dahkki: Alòs, Elisa, et al.
  Almmustuhtton: (2023)
• Short-time behavior of the At-The-Money implied volatility for the jump-diffusion stochastic volatility Bachelier model
  Dahkki: Alòs, Elisa, et al.
  Almmustuhtton: (2025)
• Estimating the Hurst parameter from the zero vanna implied volatility and its dual
  Dahkki: Alos, Elisa, et al.
  Almmustuhtton: (2025)
• Forecasting implied volatility surface with generative diffusion models
  Dahkki: Jin, Chen, et al.
  Almmustuhtton: (2025)