Lv52
958 积分 2024-10-21 加入
Pricing and hedging for a sticky diffusion
24天前
已关闭
Evaluating credit valuation adjustment with wrong-way risk for Bermudan options
24天前
已关闭
Analytical conversion between implied volatilities based on different dividend models
1个月前
已关闭
The valuation of options on discrete dividend-paying stocks
1个月前
已完结
LIBOR Reform: Option Pricing for Compounded Rates
1个月前
已完结
Signature-Based Models: Theory and Calibration
1个月前
已完结
Evaluation of Deep Learning Algorithms for Quadratic Hedging
1个月前
已关闭
TERM STRUCTURE MODELING OF SOFR: EVALUATING THE IMPORTANCE OF SCHEDULED JUMPS
1个月前
已完结
Analytical Formula for Pricing European Options with Stochastic Volatility under the GARCH-PDE Approximation
1个月前
已完结
Modified Gram-Charlier Method for Analytical PDF
1个月前
已完结
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