Pages that link to "Item:Q1753549"
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The following pages link to Multivariate FX models with jumps: triangles, quantos and implied correlation (Q1753549):
Displaying 8 items.
- Optimal portfolios when variances and covariances can jump (Q1655780) (← links)
- Integrated structural approach to credit value adjustment (Q1991244) (← links)
- Smiles \& smirks: volatility and leverage by jumps (Q2076900) (← links)
- VIX derivatives, hedging and vol-of-vol risk (Q2286994) (← links)
- Forward-looking portfolio selection with multivariate non-Gaussian models (Q5139258) (← links)
- VALUATION OF HYBRID FINANCIAL AND ACTUARIAL PRODUCTS IN LIFE INSURANCE BY A NOVEL THREE-STEP METHOD (Q5140077) (← links)
- Extending the Merton model with applications to credit value adjustment (Q6165387) (← links)
- Randomization and the valuation of guaranteed minimum death benefits (Q6167872) (← links)
