Pages that link to "Item:Q5061492"

The following pages link to PORTFOLIO INSURANCE UNDER ROUGH VOLATILITY AND VOLTERRA PROCESSES (Q5061492):

Displaying 3 items.

• Pricing of spread and exchange options in a rough jump-diffusion market (Q2088861) (← links)
• Multivariate claim processes with rough intensities: properties and estimation (Q2682990) (← links)
• Impact of rough stochastic volatility models on long-term life insurance pricing (Q6173889) (← links)