The following pages link to (Q4550923):
Displaying 13 items.
- Positive-part moments via the Fourier-Laplace transform (Q548153) (← links)
- Exotic options under Lévy models: an overview (Q818210) (← links)
- Volatility swaps valuation under stochastic volatility with jumps and stochastic intensity (Q2009351) (← links)
- Variance and volatility swaps valuations with the stochastic liquidity risk (Q2068493) (← links)
- (Q3530675) (← links)
- (Q4508124) (← links)
- A study of the Hartman–Watson distribution motivated by numerical problems related to the pricing of Asian options (Q4660529) (← links)
- Bond indifference prices (Q5014252) (← links)
- Semi-Robust Replication of Barrier-Style Claims on Price and Volatility (Q5041838) (← links)
- Robust replication of volatility and hybrid derivatives on jump diffusions (Q6054385) (← links)
- The Laplace transform of the integrated Volterra Wishart process (Q6054411) (← links)
- Pricing VIX derivatives using a stochastic volatility model with a flexible jump structure (Q6104960) (← links)
- Branching stable processes and motion by mean curvature flow (Q6126991) (← links)
