Multiplicative noise, fast convolution and pricing (Q2879044): Difference between revisions

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-Giacomo Bormetti
@@ Property / author: Giacomo Bormetti / rank @@
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+Giacomo Bormetti
@@ Property / author: Giacomo Bormetti / rank @@
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+QRM
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+Publication
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+W3105866921
@@ Property / OpenAlex ID: W3105866921 / rank @@
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@@ Property / arXiv ID @@
+.1451
@@ Property / arXiv ID: 1107.1451 / rank @@
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@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized autoregressive conditional heteroscedasticity
+Normal rank
@@ Property / cites work @@
+Pricing exotic options in a path integral approach
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@@ Property / cites work @@
+Numerical Methods in Finance and Economics
@@ Property / cites work: Numerical Methods in Finance and Economics / rank @@
+Normal rank
@@ Property / cites work @@
+EXPLICIT SOLUTIONS FOR A NONLINEAR MODEL OF FINANCIAL DERIVATIVES
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@@ Property / cites work @@
+Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
+Normal rank
@@ Property / cites work @@
+A fast algorithm for computing integrals in function spaces: Financial applications
+Normal rank
@@ Property / cites work @@
+Q4509488
@@ Property / cites work: Q4509488 / rank @@
+Normal rank
@@ Property / cites work @@
+An empirical model of volatility of returns and option pricing
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+A path integral way to option pricing
@@ Property / cites work: A path integral way to option pricing / rank @@
+Normal rank
@@ Property / cites work @@
+On option pricing models in the presence of heavy tails
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@@ links / mardi / name / links / mardi / name @@
+Publication:2879044