Pages that link to "Item:Q5061492"
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The following pages link to PORTFOLIO INSURANCE UNDER ROUGH VOLATILITY AND VOLTERRA PROCESSES (Q5061492):
Displaying 7 items.
- Portfolio insurance under a risk-measure constraint (Q654812) (← links)
- Pricing of spread and exchange options in a rough jump-diffusion market (Q2088861) (← links)
- Multivariate claim processes with rough intensities: properties and estimation (Q2682990) (← links)
- A subdiffusive stochastic volatility jump model (Q6166218) (← links)
- Impact of rough stochastic volatility models on long-term life insurance pricing (Q6173889) (← links)
- Dual stochastic descriptions of streamflow dynamics under model ambiguity through a Markovian embedding (Q6543319) (← links)
- Partial hedging in rough volatility models (Q6585785) (← links)