Pages that link to "Item:Q2941058"
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The following pages link to MULTISCALE STOCHASTIC VOLATILITY MODEL FOR DERIVATIVES ON FUTURES (Q2941058):
Displaying 5 items.
- A scaled version of the double-mean-reverting model for VIX derivatives (Q1670389) (← links)
- Optimal investment for insurance company with exponential utility and wealth-dependent risk aversion coefficient (Q1731595) (← links)
- Asymptotic optimality of a first-order approximate strategy for an exponential utility maximization problem with a small coefficient of wealth-dependent risk aversion (Q2045132) (← links)
- Heston stochastic vol-of-vol model for joint calibration of VIX and S&P 500 options (Q4554477) (← links)
- Optimal Trading with Signals and Stochastic Price Impact (Q5097223) (← links)