Pages that link to "Item:Q1621630"
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The following pages link to A multivariate stochastic volatility model with applications in the foreign exchange market (Q1621630):
Displaying 14 items.
- Forecasting exchange rate volatility using conditional variance models selected by information criteria (Q1274416) (← links)
- Calibration to FX triangles of the 4/2 model under the benchmark approach (Q2145688) (← links)
- Generic pricing of FX, inflation and stock options under stochastic interest rates and stochastic volatility (Q3005360) (← links)
- (Q3374310) (← links)
- A GENERALIZED MULTISCALE ANALYSIS OF THE PREDICTIVE CONTENT OF EURODOLLAR IMPLIED VOLATILITIES (Q3632190) (← links)
- (Q4251769) (← links)
- Robust multivariate portfolio choice with stochastic covariance in the presence of ambiguity (Q4554494) (← links)
- International portfolio choice under multi-factor stochastic volatility (Q5079408) (← links)
- Calibration of a Hybrid Local-Stochastic Volatility Stochastic Rates Model with a Control Variate Particle Method (Q5742499) (← links)
- Modeling the BUX index by a novel stochastic differential equation (Q5947890) (← links)
- Investigating volatility transmission across international equity markets using multivariate fractional models (Q6056274) (← links)
- XVA in a multi-currency setting with stochastic foreign exchange rates (Q6102925) (← links)
- CBI-time-changed Lévy processes for multi-currency modeling (Q6549592) (← links)
- Constructing copulas using corrected Hermite polynomial expansion for estimating cross foreign exchange volatility (Q6556122) (← links)
