Pages that link to "Item:Q2145688"
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The following pages link to Calibration to FX triangles of the 4/2 model under the benchmark approach (Q2145688):
Displaying 4 items.
- Multivariate FX models with jumps: triangles, quantos and implied correlation (Q1753549) (← links)
- Utility maximization in a stochastic affine interest rate and CIR risk premium framework: a BSDE approach (Q6098178) (← links)
- A multivariate 4/2 stochastic covariance model: properties and applications to portfolio decisions (Q6158415) (← links)
- CBI-time-changed Lévy processes for multi-currency modeling (Q6549592) (← links)