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frstwrldprblm


Total Posts: 271
Joined: Apr 2008
 
Posted: 2015-07-21 15:13
May I please have a copy of paper? Email in profile but jason dot mellone at gmail dot com

Thank you!

iverworld


Total Posts: 1
Joined: Apr 2014
 
Posted: 2015-07-24 17:21
Could you send me the copy? Thanks!
gavincyi at gmail dot com

astar


Total Posts: 176
Joined: Mar 2007
 
Posted: 2015-07-29 18:10
This thread is *still* alive?

vogel654


Total Posts: 1
Joined: May 2016
 
Posted: 2016-05-19 07:11
Looks like I'm a little late to the party. If anyone still has the paper could you please email it to me?

jvogel5124 at gmail.com

Thanks!

momen


Total Posts: 1
Joined: Jun 2016
 
Posted: 2016-06-09 13:25
hi, im also interested in the paper. if it is still avaiable, could you email to

momenaska at yahoo.co.jp

thank you very much

CutletCapital


Total Posts: 1
Joined: Jun 2016
 
Posted: 2016-06-24 11:23
Would love a copy if you'd be so inclined.

cutletcapital at gmail dot com

Toto


Total Posts: 5
Joined: Jun 2016
 
Posted: 2016-10-23 23:07
Perhaps I do have "The Paper" you are looking for... Perhaps it is not as usable as you want... Please email me for a copy; and don't forget to return to my private email (or to the forum) your opinions...

Cheers,

Toto

uysheep at gamail.etc (an usual gmail address)

Or see my public email addres at the forum under my account settings...

macguire


Total Posts: 1
Joined: Oct 2016
 
Posted: 2016-10-26 18:29
in bloomberg news the other day, i read that some fellas together with the author of "the paper" launched an options vol fund this month, 120 mln to kick it off, they say

fomisha


Total Posts: 27
Joined: Jul 2007
 
Posted: 2016-10-27 17:31
what's the mysterious paper? someone sent me the old Carr & Madan paper on variance related contracts claiming it is the one. well, it's a good paper, but has little to do with volatility predicting or trading. can someone uncover the mystery?

deeds


Total Posts: 347
Joined: Dec 2008
 
Posted: 2016-10-28 13:11

Not to deflate the fun (and really nothing appears to, yet...the appeal of the spanish prisoner)...careful reading of thread shows that initial generosity may be due to alexandergir, who shared some views developed on the job, reflected on the risk and prudently withdrew...

egosh


Total Posts: 1
Joined: Dec 2016
 
Posted: 2016-12-20 00:55
May I please have a copy of the paper. My email is egorovshura [at] yandex [dot] ru

Fecdzo


Total Posts: 2
Joined: Mar 2015
 
Posted: 2017-03-02 16:29
May I ask for a copy of that paper?

alexandergir


Total Posts: 22
Joined: Dec 2007
 
Posted: 2017-03-05 14:18
Very noteworthy new work by Lorenzo
https://papers.ssrn.com/sol3/Papers.cfm?abstract_id=2902130

Bergomi


Total Posts: 1
Joined: May 2017
 
Posted: 2017-05-18 13:00
May I have a copy of the paper ?
My email adress is : lou.echard [at] gmail.com

Thank you very much !

mtsm


Total Posts: 194
Joined: Dec 2010
 
Posted: 2017-05-18 16:53
I probably don't understand what he writes, but this sort of work seems so old school to me nowadays. I would have a tendency to dismiss this as not very noteworthy at all to be honest. I just can't think of a way the Ansatz used here and elsewhere in this kind of work can add any significant value.

alexandergir


Total Posts: 22
Joined: Dec 2007
 
Posted: 2017-07-15 23:08
Excellent piece by my friend Lorenzo on short term tails: http://docs.wixstatic.com/ugd/c4ff5c_e3ae2ba856a54af49cc957cc425ca4fa.pdf
Would love to see more public stuff on events w-shapes as well.

vt100


Total Posts: 3
Joined: Sep 2005
 
Posted: 2017-09-13 12:55
Can someone send me the paper as well? trisolaris333 at gmail dot com
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