Pages that link to "Item:Q4610240"
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The following pages link to A new Fourier transform algorithm for value-at-risk (Q4610240):
Displaying 4 items.
- On the calibration of the 3/2 model (Q1734372) (← links)
- A general framework for pricing Asian options under stochastic volatility on parallel architectures (Q1991237) (← links)
- A generalized Fourier transform approach to risk measures (Q3301115) (← links)
- A subdiffusive stochastic volatility jump model (Q6166218) (← links)