Pages that link to "Item:Q2153594"
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The following pages link to Continuous time processes for finance. Switching, self-exciting, fractional and other recent dynamics (Q2153594):
Displaying 7 items.
- Pricing of spread and exchange options in a rough jump-diffusion market (Q2088861) (← links)
- A calendar year mortality model in continuous time (Q6174082) (← links)
- A mutually exciting rough jump-diffusion for financial modelling (Q6495741) (← links)
- Risk management with local least squares Monte Carlo (Q6569736) (← links)
- Partial hedging in rough volatility models (Q6585785) (← links)
- Statistical evaluation of a long-memory process using the generalized entropic value-at-risk (Q6626659) (← links)
- Option pricing in the Heston model with physics inspired neural networks (Q6630708) (← links)