Lv4
758 积分 2024-10-21 加入
VIX Option Pricing for Non-Parameter Heston Stochastic Local Volatility Model
20小时前
已完结
Mathematical Foundations of Regression Methods for Approximating the Forward Initial Margin
3天前
已完结
Evaluating credit valuation adjustment with wrong-way risk for Bermudan options
3天前
求助中
Implied Willow Tree
3天前
已完结
A New Analytical Approach for Pricing Variance and Volatility Swaps: Incorporating Liquidity and Self‐Exciting Jumps
3天前
已完结
A new analytical solution for option pricing in a nonlinear multi-factor model with correlated regime shifts
3天前
已完结
Unified Moment-Based Simulation of Multivariate Polynomial Processes and Applications in Financial Engineering
3天前
求助中
On Nonlinear Closures for Moment Equations Based on Orthogonal Polynomials
12天前
已完结
Pricing vulnerable reset options under stochastic volatility jump diffusion model using 3-D FFT
14天前
已完结
Analytically Pricing European Options Under Two‐Factor Stochastic Volatility With Stochastic Liquidity Risks
20天前
已完结
皖公网安备34019202002308
