Working papers

  • BERNARD, C., BONDARENKO, O., VANDUFFEL, S.   (2018). A Model Free Approach to Multivariate Option Pricing. Under Revision.
  • BOUDT, C., DRAGUN, K., VANDUFFEL, S.   (2018). Beta-Adjusted Covariance Estimator. Working paper.
  • BERNARD, C., BONDARENKO, O., VANDUFFEL, S.   (2018). Option Implied Dependence. Working paper.
  • BERNARD, C., KAZZI, R., VANDUFFEL, S.   (2018). Risk bounds for unimodal distributions. Working paper.
  • BERNARD, C., DE VECCHI, C., VANDUFFEL, S.   (2018). Mutual Fund Theorems. Working paper.