Pages that link to "Item:Q5060490"

The following pages link to Dark Matter in (Volatility and) Equity Option Risk Premiums (Q5060490):

Displaying 2 items.

• Ergodic estimators of double exponential Ornstein-Uhlenbeck processes (Q6133114) (← links)
• Pricing swaptions and zero-coupon futures options under the discrete-time arbitrage-free Nelson-Siegel model (Q6154215) (← links)