Q5080606 (Q5080606): Difference between revisions

From MaRDI portal

Jump to:navigation, search

Latest revision as of 04:40, 29 July 2024

scientific article; zbMATH DE number 7534789

Language	Label	Description	Also known as
English	No label defined	scientific article; zbMATH DE number 7534789

Statements

scholarly article

0 references

zbMATH Open document ID

0 references

0 references

0 references

publication date

31 May 2022

0 references

full work available at URL

http://thaijmath.in.cmu.ac.th/index.php/thaijmath/article/view/3737

0 references

Mathematics Subject Classification ID

0 references

zbMATH DE Number

0 references

zbMATH Keywords

ECIR process

0 references

conditional expectation

0 references

closed-form expansion

0 references

MaRDI profile type

MaRDI publication profile

0 references

On the Heston Model with Stochastic Interest Rates

0 references

0 references

An affine property of the reciprocal Asian option process

0 references

A closed-form formula for the conditional moments of the extended CIR process

0 references

Analytical formula for conditional expectations of path-dependent product of polynomial and exponential functions of extended Cox-Ingersoll-Ross process

0 references

Analytically pricing variance swaps in commodity derivative markets under stochastic convenience yields

0 references

Analytically pricing volatility swaps and volatility options with discrete sampling: nonlinear payoff volatility derivatives

0 references

SOLUTION OF THE EXTENDED CIR TERM STRUCTURE AND BOND OPTION VALUATION

0 references

Maximum likelihood estimation of time-inhomogeneous diffusions.

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:5080606

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q5080606&oldid=36811072"