Pages that link to "Item:Q3225033"
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The following pages link to TIME-CHANGED FAST MEAN-REVERTING STOCHASTIC VOLATILITY MODELS (Q3225033):
Displaying 5 items.
- Positive eigenfunctions of Markovian pricing operators: Hansen-Scheinkman factorization, Ross recovery, and long-term pricing (Q2806062) (← links)
- Multivariate subordination of Markov processes with financial applications (Q2831000) (← links)
- (Q4688212) (← links)
- Stochastic Volatility Model with Time‐dependent Skew (Q5312583) (← links)
- From calendar time to business time: the case of commodity markets (Q6649932) (← links)