The following pages link to (Q2782352):
Displaying 13 items.
- Affine processes and applications in finance (Q1425484) (← links)
- A forward-backward SDE approach to affine models (Q1932521) (← links)
- Unifying exotic option closed formulas (Q1937834) (← links)
- Forecasting energy market contracts by ambit processes: empirical study and numerical results (Q2338840) (← links)
- On the martingale framework for futures prices. (Q2574618) (← links)
- VALUING THE FUTURES-MARKET PERFORMANCE GUARANTEE (Q4233488) (← links)
- Mean-variance asset-liability management with affine diffusion factor process and a reinsurance option (Q4959771) (← links)
- Forward Prices in Markets Driven by Continuous-time Autoregressive Processes (Q5256597) (← links)
- (Q5446684) (← links)
- ON FINITE DIMENSIONAL REALIZATIONS FOR THE TERM STRUCTURE OF FUTURES PRICES (Q5483440) (← links)
- Pricing and hedging of long-term futures and forward contracts by a three-factor model (Q5745645) (← links)
- In memoriam: Tomas Björk (1947--2021). On his career and beyond (Q6074004) (← links)
- Risk Valuation of Quanto Derivatives on Temperature and Electricity (Q6671992) (← links)
