Pages that link to "Item:Q4689916"
From MaRDI portal
The following pages link to Basket Option Pricing and Implied Correlation in a One-Factor Lévy Model (Q4689916):
Displayed 8 items.
- Lévy copulae for financial returns (Q727660) (← links)
- Monotone tail functions: definitions, properties, and application to risk-reducing strategies (Q2161059) (← links)
- Affordable and adequate annuities with stable payouts: fantasy or reality? (Q2415961) (← links)
- A finite elements approach for spread contract valuation via associated two-dimensional PIDE (Q2685272) (← links)
- BEHAVIORAL VALUE ADJUSTMENTS (Q4602492) (← links)
- MULTIVARIATE MARKED POISSON PROCESSES AND MARKET RELATED MULTIDIMENSIONAL INFORMATION FLOWS (Q4631692) (← links)
- Dependence calibration and portfolio fit with factor-based subordinators (Q5001188) (← links)
- Aggregating Risks with Partial Dependence Information (Q5379244) (← links)