Pages that link to "Item:Q2028832"
From MaRDI portal
The following pages link to A data-driven framework for consistent financial valuation and risk measurement (Q2028832):
Displaying 7 items.
- Nonparametric density estimation and bandwidth selection with B-spline bases: a novel Galerkin method (Q830102) (← links)
- Smiles \& smirks: volatility and leverage by jumps (Q2076900) (← links)
- Pricing EIA with cliquet-style guarantees under time-changed Lévy models by frame duality projection (Q2219586) (← links)
- Pricing equity-linked death benefits by complex Fourier series expansion in a regime-switching jump diffusion model (Q2242652) (← links)
- A review of the operations literature on real options in energy (Q6112582) (← links)
- Nonparametric density estimation with nonuniform B-spline bases (Q6126078) (← links)
- Spline local basis methods for nonparametric density estimation (Q6158228) (← links)
