Pages that link to "Item:Q1754049"

The following pages link to A general framework for discretely sampled realized variance derivatives in stochastic volatility models with jumps (Q1754049):

Displaying 2 items.

• Robust portfolio optimization with multi-factor stochastic volatility (Q779874) (← links)
• A general framework for time-changed Markov processes and applications (Q1622827) (← links)