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- Pricing and hedging contingent claims using variance and higher order moment swaps 2018-11-19 Paper Retrieving risk neutral densities based on risk neutral...10 bytes (18 words) - 12:29, 28 January 2024
- Pricing and hedging contingent claims using variance and higher order moment swaps 2018-11-19 Paper Forecasting VaR models under Different Volatility Processes...10 bytes (16 words) - 20:56, 12 December 2023
- Paper Exotic options under Lévy models: an overview 2006-03-24 Paper Moment swaps 2006-03-08 Paper Asymmetric skew Bessel processes and their applications...10 bytes (17 words) - 12:13, 8 December 2023
- bootstrapping market implied moment matching calibration for models with time-dependent parameters 2015-08-26 Paper Heston model: the variance swap calibration 2014-06-30...10 bytes (16 words) - 22:19, 24 September 2023
- CREDIT DEFAULT SWAP OPTIONS AND THE IMPACT OF CORRELATION 2006-08-14 Paper On the distributional distance between the lognormal LIBOR and swap market models...10 bytes (17 words) - 20:21, 8 December 2023
- signatures based on elliptic curve endomorphism rings 2022-08-30 Paper Complete moment convergence for randomly weighted sums of END sequences and its applications...10 bytes (16 words) - 14:25, 28 January 2024
- New Doob's maximal inequalities for martingales 2023-02-03 Paper \(\Phi\)-moment martingale inequalities on Lorentz spaces with variable exponents 2022-12-19...10 bytes (17 words) - 21:11, 11 December 2023
- predictor-corrector approach for pricing American options under the finite moment log-stable model 2015-09-07 Paper Pricing Parisian down-and-in options 2015-05-15...10 bytes (17 words) - 01:26, 11 December 2023
- Publication Date of Publication Type Total return swap valuation with counterparty risk and interest rate risk 2019-02-14 Paper The dynamic spread of the...10 bytes (17 words) - 06:12, 12 December 2023
- variance swaps with stochastic volatility 2016-01-04 Paper A predictor-corrector approach for pricing American options under the finite moment log-stable...10 bytes (18 words) - 21:33, 9 December 2023
- multigamma coupling for perfect sampling 2013-03-21 Paper Spatial birth-death swap chains 2012-08-09 Paper Simulation reduction of the Ising model to general...10 bytes (18 words) - 03:40, 9 December 2023
- control parameter in vaccination dynamics 2019-11-22 Paper Stability and moment boundedness of the stochastic linear age-structured model 2019-11-12 Paper...10 bytes (17 words) - 23:41, 9 December 2023
- associated noises and a multiplicative periodic signal 2018-02-01 Paper Moment Lyapunov exponent for three-dimensional system under real noise excitation...10 bytes (17 words) - 22:07, 9 December 2023
- state estimation in non-linear time series models 2009-01-16 Paper A new moment matching algorithm for sampling from partially specified symmetric distributions...10 bytes (19 words) - 22:52, 9 December 2023
- Publication Type The log‐moment formula for implied volatility 2024-01-31 Paper ARBITRAGE BOUNDS FOR PRICES OF WEIGHTED VARIANCE SWAPS 2014-11-05 Paper...10 bytes (16 words) - 10:50, 7 October 2023
- On the spectral radius of a random matrix: an upper bound without fourth moment 2018-08-16 Paper Entropy production in nonlinear recombination models 2018-05-18...10 bytes (16 words) - 20:02, 9 December 2023
- likelihood-based inference in Poisson autoregressive model with conditional moment restrictions 2016-04-01 Paper Statistical inference for first-order random...10 bytes (17 words) - 00:27, 10 December 2023
- 2011-11-17 Paper FORWARD AND FUTURE IMPLIED VOLATILITY 2011-06-20 Paper MOMENT EXPLOSIONS AND STATIONARY DISTRIBUTIONS IN AFFINE DIFFUSION MODELS 2010-03-12...10 bytes (17 words) - 02:54, 12 December 2023
- Dynamic Dictionary Matching 2014-06-30 Paper Range LCP 2014-06-10 Paper Fast moment estimation in data streams in optimal space 2014-06-05 Paper A Space Lower...10 bytes (17 words) - 13:03, 6 October 2023
- probabilities. Pricing of CDS, index swaps and index tranches 2017-01-31 Paper Pricing and hedging basket options with exact moment matching 2016-11-21 Paper An...10 bytes (18 words) - 02:57, 11 December 2023
