Pages that link to "Item:Q613824"
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The following pages link to Modeling and pricing of variance and volatility swaps for local semi-Markov volatilities in financial engineering (Q613824):
Displaying 3 items.
- A trend-based segmentation method and the support vector regression for financial time series forecasting (Q1954994) (← links)
- A Pricing Process with Stochastic Volatility Controlled by a Semi-Markov Process (Q3155280) (← links)
- COVARIANCE AND CORRELATION SWAPS FOR FINANCIAL MARKETS WITH MARKOV-MODULATED VOLATILITIES (Q5411990) (← links)