A data-driven framework for consistent financial valuation and risk measurement
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Publication:2028832
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Cited in
(10)- Smiles \& smirks: volatility and leverage by jumps
- Pricing EIA with cliquet-style guarantees under time-changed Lévy models by frame duality projection
- Pricing equity-linked death benefits by complex Fourier series expansion in a regime-switching jump diffusion model
- SINH-ACCELERATION FOR B-SPLINE PROJECTION WITH OPTION PRICING APPLICATIONS
- A review of the operations literature on real options in energy
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- Pricing guaranteed minimum death benefits with dollar cost averaging under time-changed Lévy models
- Nonparametric density estimation and bandwidth selection with B-spline bases: a novel Galerkin method
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