Lv44
758 积分 2024-10-21 加入
VIX Option Pricing for Non-Parameter Heston Stochastic Local Volatility Model
3小时前
已完结
Mathematical Foundations of Regression Methods for Approximating the Forward Initial Margin
2天前
已完结
Evaluating credit valuation adjustment with wrong-way risk for Bermudan options
2天前
求助中
Implied Willow Tree
2天前
已完结
A New Analytical Approach for Pricing Variance and Volatility Swaps: Incorporating Liquidity and Self‐Exciting Jumps
2天前
已完结
A new analytical solution for option pricing in a nonlinear multi-factor model with correlated regime shifts
2天前
已完结
Unified Moment-Based Simulation of Multivariate Polynomial Processes and Applications in Financial Engineering
2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
13天前
已完结
Analytically Pricing European Options Under Two‐Factor Stochastic Volatility With Stochastic Liquidity Risks
19天前
已完结
皖公网安备34019202002308
