Pages that link to "Item:Q1703561"
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The following pages link to Option pricing in an exponential mixedts Lévy process (Q1703561):
Displaying 5 items.
- PricingMixedTS (Q39158) (← links)
- Sensitivity analysis of mixed tempered stable parameters with implications in portfolio optimization (Q1722750) (← links)
- VIX derivatives, hedging and vol-of-vol risk (Q2286994) (← links)
- Hilbert transform, spectral filters and option pricing (Q2288941) (← links)
- On Properties of the MixedTS Distribution and Its Multivariate Extension (Q6086599) (← links)
