Pages that link to "Item:Q4584705"
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The following pages link to QUANTO PRICING IN STOCHASTIC CORRELATION MODELS (Q4584705):
Displaying 9 items.
- A latent process model for the pricing of corporate securities (Q1028533) (← links)
- Quantum spatial-periodic harmonic model for daily price-limited stock markets (Q1618764) (← links)
- Pricing of range accrual swap in the quantum finance Libor market model (Q1782677) (← links)
- Merton's equation and the quantum oscillator: pricing risky corporate coupon bonds (Q2137616) (← links)
- Modelling joint behaviour of asset prices using stochastic correlation (Q2241515) (← links)
- Price of correlations in stochastic optimization (Q2892222) (← links)
- Modelling and Calibration of Stochastic Correlation in Finance (Q4626495) (← links)
- A new methodology to create valid time-dependent correlation matrices <i>via</i> isospectral flows (Q5110266) (← links)
- Asymmetry in stochastic volatility models with threshold and time-dependent correlation (Q6138232) (← links)