Next Article in Journal
Defined Contribution Pension Plans: Who Has Seen the Risk?
Next Article in Special Issue
Volatility Integration in Spot, Futures and Options Markets: A Regulatory Perspective
Previous Article in Journal
The Impact of Algorithmic Trading in a Simulated Asset Market
 
 
Article
Peer-Review Record

Arbitrage Free Approximations to Candidate Volatility Surface Quotations

J. Risk Financial Manag. 2019, 12(2), 69; https://doi.org/10.3390/jrfm12020069
by Dilip B. Madan 1,* and Wim Schoutens 2,*
Reviewer 1: Anonymous
Reviewer 2: Anonymous
J. Risk Financial Manag. 2019, 12(2), 69; https://doi.org/10.3390/jrfm12020069
Submission received: 19 February 2019 / Revised: 6 April 2019 / Accepted: 10 April 2019 / Published: 21 April 2019
(This article belongs to the Special Issue Option Pricing)

Round 1

Reviewer 1 Report

Please see attached.

Comments for author File: Comments.pdf

Author Response

Please see attached. Thank you very much.

Author Response File: Author Response.pdf

Reviewer 2 Report

See attached report.

Comments for author File: Comments.pdf

Author Response

Please see attached. Thank you very much.

Author Response File: Author Response.pdf

Round 2

Reviewer 1 Report

The authors have addressed all concerns in this revision, and I recommend that the current version be accepted for publication in JRFM.

Back to TopTop