Font Size: a A A
Keyword [Stochastic-Volatility]
Result: 81 - 100 | Page: 5 of 6
81. Three essays on econometrics of latent variables
82. Sequential Bayesian learning for stochastic volatility with variance-gamma jumps in returns
83. Parameter Estimation And VIX Derivatives Pricing Under A Class Of Stochastic Volatility Jump Diffusion Models
84. Research On Option Pricing And Risk Management Based On Lévy Jump Process And Stochastic Volatility Model
85. Researches On The Small-time A Symptotics Simulation And Markovian Approximation Of The Rough Bergomi Model
86. Studies On Dual Control Methods For Financial Insurance Problems Under Stochastic Volatility Models
87. Local Linear Estimation Of Stochastic Volatility Model
88. Option Statistical Arbitrage Strategy Based On Stationary Process And Stochastic Volatility
89. Research On DC Pension Investment Model Under Stochastic Environment
90. Numerical Algorithms For Simulation Of Fractional Volatility Models
91. Option Pricing Research Under Riemann-Liouville Fractional Poisson Process
92. Optimal Investment Problem For A Pension Plan With Mispricing Under The Stochastic Volatility Model
93. Parameter Estimation Of Long Memory Stochastic Volatility Model Based On Moment Estimation Of Variation
94. Sub-fractional Poisson Process And Its Preliminary Application In Mathematical Finance
95. Research On The Pricing Of Variance Swap Under Stochastic Volatility
96. Black-Scholes Approximation Formula For Options With Fractional Ornstein-Uhlenbeck Stochastic Volatility
97. Research On Optimal Reinsurance-investment Strategies With Loss-dependent Premium Principle
98. Volatility Risk Premiums Implied By IVIX Index
99. Pricing Variance Swaps Under Fractional Stochastic Volatility Model
100. Vulnerable Options Pricing Under Uncertain Volatility Model And The Double Heston Model
  <<First  <Prev  Next>  Last>>  Jump to