Pages that link to "Item:Q4551200"
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The following pages link to A note on adjusting correlation matrices (Q4551200):
Displaying 21 items.
- Estimation of copula-based semiparametric time series models (Q274894) (← links)
- A simple model of deferred callability in defaultable debt (Q613455) (← links)
- Pricing bivariate option under GARCH processes with time-varying copula (Q931205) (← links)
- Testing the bivariate distribution of daily equity returns using copulas. An application to the Spanish stock market (Q1010475) (← links)
- On a one time-step Monte Carlo simulation approach of the SABR model: application to European options (Q1737183) (← links)
- Dual volatility and dependence parameters and the copula (Q2270425) (← links)
- Option pricing with bivariate risk-neutral density via copula and heteroscedastic model: a Bayesian approach (Q2330490) (← links)
- Dependence structure of conditional Archimedean copulas (Q2476141) (← links)
- Bivariate option pricing using dynamic copula models (Q2567092) (← links)
- Multi-name assets exchange option pricing simulation based on pair-copulas (Q2916844) (← links)
- Transmission Valuation Analysis based on Real Options with Price Spikes (Q2974412) (← links)
- (Q3641966) (← links)
- A mixed C-vine copula model for hedging price and volumetric risk in wind power trading (Q4555165) (← links)
- Testing the Gaussian copula hypothesis for financial assets dependences (Q4647266) (← links)
- Valuing Bermudan options when asset returns are Lévy processes (Q4647599) (← links)
- Marginal and Dependence Uncertainty: Bounds, Optimal Transport, and Sharpness (Q5037497) (← links)
- A new methodology to create valid time-dependent correlation matrices <i>via</i> isospectral flows (Q5110266) (← links)
- THE DEPENDENCE STRUCTURE OF RUNNING MAXIMA AND MINIMA: RESULTS AND OPTION PRICING APPLICATIONS (Q5190050) (← links)
- A Copula-based Markov Reward Approach to the Credit Spread in the European Union (Q5207796) (← links)
- New Families of Copulas Based on Periodic Functions (Q5314576) (← links)
- Multivariate option pricing using copulae (Q6570854) (← links)