Riding on a smile E Derman, I Kani
Risk 7 (2), 32-39, 1994
1783 * 1994 A one-factor model of interest rates and its application to treasury bond options F Black, E Derman, W Toy
Financial analysts journal 46 (1), 33-39, 1990
1524 1990 Mathematics of financial markets RJ Elliott, PE Kopp
Springer Science & Business Media, 2005
883 2005 A guide to volatility and variance swaps. K Demeterfi, E Derman, M Kamal
Journal of derivatives 6 (4), 9-32, 1999
551 1999 More than you ever wanted to know about volatility swaps K Demeterfi, E Derman, M Kamal, J Zou
Goldman Sachs quantitative strategies research notes 41, 1-56, 1999
546 1999 Stochastic implied trees: Arbitrage pricing with stochastic term and strike structure of volatility E Derman, I Kani
International journal of theoretical and applied finance 1 (01), 61-110, 1998
341 1998 The volatility smile and its implied tree E Derman, I Kani
Goldman Sachs Quantitative Strategies Research Notes 2, 45-60, 1994
334 1994 Static options replication E Derman, D Ergener, I Kani
Journal of Derivatives 2 (4), 2000
291 2000 The local volatility surface: Unlocking the information in index option prices E Derman, I Kani, JZ Zou
Financial analysts journal 52 (4), 25-36, 1996
259 1996 My life as a quant: reflections on physics and finance E Derman
John Wiley & Sons, 2016
255 2016 Regimes of volatility E Derman
Risk, 55-59, 1999
245 1999 Model risk: What are the assumptions made in using models to value securities and what are the consequent risks? E Derman
RISK-LONDON-RISK MAGAZINE LIMITED- 9, 34-38, 1996
177 1996 Flavor unification, τ decay, and b decay within the six-quark—six-lepton Weinberg-Salam model E Derman
Physical Review D 19 (1), 317, 1979
160 1979 Models. Behaving. Badly.: Why confusing illusion with reality can lead to disaster, on wall street and in life E Derman
Simon and Schuster, 2011
130 2011 Enhanced numerical methods for options with barriers E Derman, I Kani, D Ergener, I Bardhan
Financial Analysts Journal 51 (6), 65-74, 1995
127 1995 Tests for a weak neutral current in l±+ N→ l±+ anything at high energy E Derman
Physical Review D 7 (9), 2755, 1973
124 1973 The illusions of dynamic replication E Derman*, NN Taleb
Quantitative finance 5 (4), 323-326, 2005
123 2005 Parity violating asymmetries in polarized electron scattering E Derman, WJ Marciano
Annals of Physics 121 (1-2), 147-180, 1979
108 1979 E Derman, HS Tsao
Physical Review D 20 (5), 1207, 1979
100 1979 The volatility smile E Derman, MB Miller
John Wiley & Sons, 2016
99 2016 