Pages that link to "Item:Q319797"
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The following pages link to Commodity derivatives pricing with cointegration and stochastic covariances (Q319797):
Displaying 12 items.
- On moment non-explosions for Wishart-based stochastic volatility models (Q323428) (← links)
- Is normal backwardation normal? Valuing financial futures with a local index-rate covariance (Q2076945) (← links)
- Analytic formulas for futures and options for a linear quadratic jump diffusion model with seasonal stochastic volatility and convenience yield: do fish jump? (Q2240016) (← links)
- Optimal market-making strategies under synchronised order arrivals with deep neural networks (Q2246653) (← links)
- Long-term swings and seasonality in energy markets (Q2315654) (← links)
- The role of the dependence between mortality and interest rates when pricing guaranteed annuity options (Q2374113) (← links)
- Robust dynamic pairs trading with cointegration (Q2417107) (← links)
- Mean-variance asset-liability management with asset correlation risk and insurance liabilities (Q2514629) (← links)
- Pairs trading with partial cointegration (Q4554413) (← links)
- Pairs trading with partial cointegration (Q4957234) (← links)
- MEAN–VARIANCE EQUILIBRIUM ASSET-LIABILITY MANAGEMENT STRATEGY WITH COINTEGRATED ASSETS (Q5150287) (← links)
- Explosion time for some Laplace transforms of the Wishart process (Q5742577) (← links)
