Lv310
368 积分 2024-10-21 加入
Gaussian Methods for Local Stochastic Volatility
8小时前
求助中
THE RECALIBRATION CONUNDRUM: HEDGING VALUATION ADJUSTMENT FOR CALLABLE CLAIMS
8小时前
待确认
Calibrating the Heston model with deep differential networks
8小时前
待确认
Efficient Pricing and Model Calibration With Large Panels of Options
1天前
已完结
A LONG-MEMORY VERSION OF THE BERGOMI MODEL: PRICING AND CALIBRATION FOR AMERICAN PUT OPTION
1天前
已完结
A hybrid Crank–Nicolson and Morgan–Voyce collocation method for option pricing PIDEs
1天前
已完结
Valuation of European compound options written on Asian options with fixed strike price
1天前
已完结
Parameter Estimation for Tempered Stable Distributions Using Cumulant Matching
1天前
已完结
Non-zero-sum stochastic differential investment and reinsurance games with default risk and delay under the Heston local-stochastic volatility model
1天前
已完结
Threshold estimation of the Gerber-Shiu function using the Fourier-cosine method in the Wiener-Poisson risk model
1天前
已完结
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