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778 积分 2024-10-21 加入
VIX Option Pricing for Non-Parameter Heston Stochastic Local Volatility Model
2天前
已完结
Mathematical Foundations of Regression Methods for Approximating the Forward Initial Margin
4天前
已完结
Evaluating credit valuation adjustment with wrong-way risk for Bermudan options
4天前
求助中
Implied Willow Tree
4天前
已完结
A New Analytical Approach for Pricing Variance and Volatility Swaps: Incorporating Liquidity and Self‐Exciting Jumps
4天前
已完结
A new analytical solution for option pricing in a nonlinear multi-factor model with correlated regime shifts
4天前
已完结
Unified Moment-Based Simulation of Multivariate Polynomial Processes and Applications in Financial Engineering
4天前
求助中
On Nonlinear Closures for Moment Equations Based on Orthogonal Polynomials
14天前
已完结
Pricing vulnerable reset options under stochastic volatility jump diffusion model using 3-D FFT
15天前
已完结
Analytically Pricing European Options Under Two‐Factor Stochastic Volatility With Stochastic Liquidity Risks
22天前
已完结
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