Ananda O. Kube
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Person:2039158
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| A jump diffusion model with fast mean-reverting stochastic volatility for pricing vulnerable options Discrete Dynamics in Nature and Society | 2024-09-18 | Paper |
| Adjusted extreme conditional quantile autoregression with application to risk measurement Journal of Probability and Statistics | 2021-07-02 | Paper |
| Improving forecasts of the EGARCH model using artificial neural network and fuzzy inference system Journal of Mathematics | 2020-09-07 | Paper |
Research outcomes over time
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