The following pages link to (Q4792529):
Displaying 5 items.
- Equilibrium-based volatility models of the market portfolio rate of return (peacock tails or stotting gazelles) (Q1615808) (← links)
- Understanding the implied volatility surface for options on a diversified index (Q2575436) (← links)
- A benchmark approach to filtering in finance (Q2575441) (← links)
- Pricing of index options under a minimal market model with log-normal scaling (Q4647289) (← links)
- A class of complete benchmark models with intensity-based jumps (Q4819433) (← links)
