Artur Sepp

Machine Learning for Volatility Trading (Presentation Slides)

Artur Sepp, 2018 .

Empirical Calibration and Minimum-Variance Delta Under Log-Normal Stochastic Volatility Dynamics

Artur Sepp, Artur Sepp, 2014 .

Filling the Gaps

Artur Sepp, Alex Lipton, 1962, Mental health.

Pricing European-Style Options under Jump Diffusion Processes with Stochastic Volatility: Applications of Fourier Transform

Artur Sepp, Artur Sepp, 2003, Acta et Commentationes Universitatis Tartuensis de Mathematica.

Pricing Options on Realized Variance in the Heston Model with Jumps in Returns and Volatility - Part II: An Approximate Distribution of Discrete Variance

Artur Sepp, Artur Sepp, 2012 .

Analytical Pricing of Double-Barrier Options under a Double-Exponential Jump Diffusion Process: Applications of Laplace Transform

Artur Sepp, Artur Sepp, 2003 .