Pages that link to "Item:Q2278860"
From MaRDI portal
The following pages link to Volatility and variance swap using superposition of the Barndorff-Nielsen and Shephard type Lévy processes (Q2278860):
Displayed 3 items.
- Barndorff-Nielsen and Shephard model: oil hedging with variance swap and option (Q2422168) (← links)
- Sequential Hypothesis Testing in Machine Learning, and Crude Oil Price Jump Size Detection (Q4994675) (← links)
- Analysis of stock index with a generalized BN-S model: an approach based on machine learning and fuzzy parameters (Q6049522) (← links)